+271.4%
CAT vs ABNB
+30.3%
+241.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.2% |
| 7D | -2.4% | +11.2% | -13.6% | -4.3% |
| 30D | -25.0% | +14.7% | -39.7% | -26.9% |
| 3M | -28.7% | +6.9% | -35.6% | -29.9% |
| 6M | -33.0% | +34.5% | -67.5% | -37.3% |
| YTD | +5.4% | +40.2% | -34.8% | -2.5% |
| 1Y | +7.3% | +57.4% | -50.2% | -3.1% |
| 3Y | +166.0% | +64.7% | +101.3% | +136.1% |
| 5Y | +210.1% | -2.3% | +212.4% | +175.8% |
| All | +271.4% | +30.3% | +241.0% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling