+45.1%
ABNB vs CTAS
-1.7%
+46.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -4.0% | -1.8% | -2.1% | -3.4% |
| 30D | +19.3% | -0.2% | +19.5% | +19.4% |
| 3M | +36.1% | +11.7% | +24.4% | +31.1% |
| 6M | +34.2% | +0.7% | +33.5% | +34.3% |
| YTD | +34.1% | +7.4% | +26.6% | +30.4% |
| 1Y | +45.1% | -2.1% | +47.2% | +42.3% |
| All | +45.1% | -1.7% | +46.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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