-5.2%
ABNB vs CSGP
-63.4%
+58.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.7% | +16.4% | +13.9% |
| 7D | +15.6% | +1.3% | +14.3% | +14.6% |
| 30D | +18.3% | +10.7% | +7.6% | +10.5% |
| 3M | +25.3% | +3.3% | +22.0% | +20.9% |
| 6M | +35.8% | -10.3% | +46.2% | +38.9% |
| YTD | +40.0% | -54.6% | +94.6% | +102.2% |
| 1Y | +57.6% | -54.6% | +112.3% | +127.2% |
| 3Y | +60.8% | -60.3% | +121.1% | +135.8% |
| All | -5.2% | -63.4% | +58.2% | +51.9% |
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