-5.5%
ABNB vs CVE
+150.7%
-156.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +10.8% | -10.8% | +21.6% | +13.2% |
| 3M | -2.1% | -4.3% | +2.3% | -2.0% |
| 6M | +32.2% | -1.5% | +33.6% | +30.1% |
| YTD | +33.5% | +70.7% | -37.3% | +9.4% |
| 1Y | +47.8% | +58.1% | -10.3% | +24.0% |
| 3Y | +53.3% | +69.8% | -16.5% | +20.9% |
| 5Y | -5.5% | +148.9% | -154.4% | -38.5% |
| All | -5.5% | +150.7% | -156.2% | -38.5% |
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