+25.7%
ABNB vs CTAS
+138.7%
-112.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -4.0% | -1.8% | -2.1% | -3.0% |
| 30D | +19.3% | -0.2% | +19.5% | +19.5% |
| 3M | +36.1% | +11.7% | +24.4% | +27.5% |
| 6M | +34.2% | +0.7% | +33.5% | +32.9% |
| YTD | +34.1% | +7.4% | +26.6% | +27.9% |
| 1Y | +45.1% | -2.1% | +47.2% | +45.5% |
| 3Y | +37.1% | +62.9% | -25.8% | -2.8% |
| 5Y | +15.2% | +111.9% | -96.7% | -30.1% |
| All | +25.7% | +138.7% | -112.9% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling