+29.2%
ABNB vs CVE
+431.2%
-402.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +11.9% | -10.0% | +21.9% | +14.4% |
| 30D | +12.7% | -11.9% | +24.5% | +15.3% |
| 3M | +1.2% | -5.9% | +7.1% | +1.7% |
| 6M | +32.1% | -1.6% | +33.7% | +30.1% |
| YTD | +37.7% | +66.3% | -28.6% | +15.8% |
| 1Y | +55.5% | +57.5% | -2.0% | +32.5% |
| 3Y | +58.2% | +65.4% | -7.2% | +28.8% |
| 5Y | -2.8% | +144.2% | -146.9% | -29.1% |
| All | +29.2% | +431.2% | -402.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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