+64.7%
ABNB vs CSGP
-59.5%
+124.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | +11.2% | -1.8% | +13.0% | +11.7% |
| 30D | +14.7% | +5.3% | +9.4% | +11.7% |
| 3M | +6.9% | +3.3% | +3.6% | +4.5% |
| 6M | +34.5% | -4.7% | +39.2% | +34.1% |
| YTD | +40.2% | -53.5% | +93.7% | +78.2% |
| 1Y | +57.4% | -53.7% | +111.2% | +100.0% |
| 3Y | +64.7% | -59.7% | +124.5% | +105.5% |
| All | +64.7% | -59.5% | +124.2% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling