+19.7%
ABNB vs CTAS
+65.1%
-45.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.4% | 0.0% | -4.3% | -4.4% |
| 30D | -2.0% | -1.0% | -1.0% | -1.6% |
| 3M | +29.8% | +15.8% | +14.1% | +21.9% |
| 6M | +31.0% | -1.0% | +32.0% | +31.2% |
| YTD | +28.6% | +7.4% | +21.2% | +24.2% |
| 1Y | +40.1% | -0.1% | +40.2% | +39.4% |
| 3Y | +19.7% | +66.3% | -46.6% | -14.9% |
| All | +19.7% | +65.1% | -45.4% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling