+44.0%
ABNB vs CSGP
-58.5%
+102.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.0% |
| 7D | +2.2% | +13.9% | -11.7% | -2.2% |
| 30D | +6.1% | +16.0% | -9.9% | +0.1% |
| 3M | +11.6% | +6.1% | +5.5% | +8.4% |
| 6M | +21.8% | -8.2% | +29.9% | +23.1% |
| YTD | +25.4% | -52.3% | +77.7% | +58.4% |
| 1Y | +38.9% | -54.5% | +93.4% | +78.5% |
| All | +44.0% | -58.5% | +102.5% | +73.3% |
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