+17.2%
ABNB vs CTAS
+138.2%
-120.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -7.4% | +1.0% | -8.4% | -7.9% |
| 30D | -8.2% | -1.1% | -7.1% | -7.6% |
| 3M | +29.1% | +11.5% | +17.6% | +21.3% |
| 6M | +26.6% | +0.2% | +26.4% | +25.7% |
| YTD | +25.0% | +7.2% | +17.8% | +19.3% |
| 1Y | +37.0% | 0.0% | +37.0% | +35.7% |
| 3Y | +16.3% | +65.9% | -49.6% | -18.5% |
| 5Y | +2.2% | +109.6% | -107.4% | -38.0% |
| All | +17.2% | +138.2% | -120.9% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling