+52.0%
ABNB vs CTAS
+75.1%
-23.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +10.8% | +10.7% | 0.0% | +6.3% |
| 3M | -2.1% | +11.0% | -13.1% | -6.1% |
| 6M | +32.2% | +38.7% | -6.6% | +15.6% |
| YTD | +33.5% | +21.8% | +11.7% | +22.8% |
| 1Y | +47.8% | +23.6% | +24.3% | +35.2% |
| All | +52.0% | +75.1% | -23.1% | +14.5% |
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