+54.1%
ABNB vs CSGP
-54.8%
+108.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.3% | +2.4% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +11.8% | +2.8% | +9.0% | +10.1% |
| 3M | +0.9% | -6.3% | +7.2% | +1.8% |
| 6M | +40.5% | -3.2% | +43.6% | +39.0% |
| YTD | +37.6% | -54.0% | +91.6% | +62.2% |
| 1Y | +54.1% | -54.8% | +108.9% | +82.8% |
| All | +54.1% | -54.8% | +108.9% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling