+25.7%
ABNB vs CVE
+518.5%
-492.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -4.0% | +2.5% | -6.5% | -4.5% |
| 30D | +19.3% | +16.7% | +2.6% | +14.8% |
| 3M | +36.1% | +9.3% | +26.8% | +32.3% |
| 6M | +34.2% | +43.6% | -9.4% | +20.1% |
| YTD | +34.1% | +93.6% | -59.5% | +9.6% |
| 1Y | +45.1% | +98.8% | -53.6% | +17.1% |
| 3Y | +37.1% | +73.6% | -36.5% | +11.4% |
| 5Y | +15.2% | +312.5% | -297.3% | -23.5% |
| All | +25.7% | +518.5% | -492.8% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling