+55.5%
ABNB vs CVE
+59.5%
-4.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.7% |
| 7D | +11.9% | -10.0% | +21.9% | +9.4% |
| 30D | +12.7% | -11.9% | +24.5% | +9.8% |
| 3M | +1.2% | -5.9% | +7.1% | +0.1% |
| 6M | +32.1% | -1.6% | +33.7% | +33.0% |
| YTD | +37.7% | +66.3% | -28.6% | +44.6% |
| 1Y | +55.5% | +57.5% | -2.0% | +63.1% |
| All | +55.5% | +59.5% | -4.0% | +63.1% |
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