-2.3%
ABNB vs CSGP
-62.4%
+60.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.9% |
| 7D | +11.2% | -1.8% | +13.0% | +11.9% |
| 30D | +14.7% | +5.3% | +9.4% | +10.1% |
| 3M | +6.9% | +3.3% | +3.6% | +3.0% |
| 6M | +34.5% | -4.7% | +39.2% | +33.6% |
| YTD | +40.2% | -53.5% | +93.7% | +100.3% |
| 1Y | +57.4% | -53.7% | +111.2% | +124.8% |
| 3Y | +64.7% | -59.7% | +124.5% | +140.2% |
| 5Y | -2.3% | -62.5% | +60.2% | +55.9% |
| All | -2.3% | -62.4% | +60.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling