+31.3%
ABNB vs CVE
+427.0%
-395.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +11.8% |
| 7D | +15.6% | -16.1% | +31.7% | +19.8% |
| 30D | +18.3% | -10.4% | +28.7% | +20.6% |
| 3M | +25.3% | -2.4% | +27.7% | +24.8% |
| 6M | +35.8% | -4.4% | +40.3% | +34.8% |
| YTD | +40.0% | +64.9% | -25.0% | +17.9% |
| 1Y | +57.6% | +66.0% | -8.4% | +32.1% |
| 3Y | +60.8% | +57.7% | +3.1% | +32.5% |
| 5Y | -5.8% | +144.7% | -150.5% | -31.3% |
| All | +31.3% | +427.0% | -395.7% | -10.6% |
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