+6.5%
ABNB vs CTAS
+114.7%
-108.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +29.8% | +15.8% | +14.1% | +17.2% |
| 6M | +31.0% | -1.0% | +32.0% | +30.9% |
| YTD | +28.6% | +7.4% | +21.2% | +21.3% |
| 1Y | +40.1% | -0.1% | +40.2% | +38.6% |
| 3Y | +19.7% | +66.3% | -46.6% | -27.5% |
| 5Y | +6.5% | +111.0% | -104.5% | -49.7% |
| All | +6.5% | +114.7% | -108.2% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling