+47.8%
ABNB vs CVE
+60.9%
-13.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -2.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.8% |
| 30D | +10.8% | -10.8% | +21.6% | +8.3% |
| 3M | -2.1% | -4.3% | +2.3% | -2.7% |
| 6M | +32.2% | -1.5% | +33.6% | +33.4% |
| YTD | +33.5% | +70.7% | -37.3% | +42.0% |
| 1Y | +47.8% | +58.1% | -10.3% | +56.7% |
| All | +47.8% | +60.9% | -13.1% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling