+10.3%
ABNB vs CVE
+317.2%
-307.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -4.0% | +2.5% | -6.5% | -4.6% |
| 30D | +19.3% | +16.7% | +2.6% | +14.6% |
| 3M | +36.1% | +9.3% | +26.8% | +32.1% |
| 6M | +34.2% | +43.6% | -9.4% | +19.4% |
| YTD | +34.1% | +93.6% | -59.5% | +8.2% |
| 1Y | +45.1% | +98.8% | -53.6% | +15.4% |
| 3Y | +37.1% | +73.6% | -36.5% | +9.7% |
| All | +10.3% | +317.2% | -307.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling