+27.9%
ABNB vs CVE
+72.1%
-44.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -4.0% | +2.5% | -6.5% | -4.4% |
| 30D | +19.3% | +16.7% | +2.6% | +16.1% |
| 3M | +36.1% | +9.3% | +26.8% | +33.7% |
| 6M | +34.2% | +43.6% | -9.4% | +22.1% |
| YTD | +34.1% | +93.6% | -59.5% | +11.2% |
| 1Y | +45.1% | +98.8% | -53.6% | +18.6% |
| All | +27.9% | +72.1% | -44.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling