+404.5%
CAT vs ABNB
+16.2%
+388.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.3% |
| 7D | +2.9% | -7.4% | +10.4% | +4.3% |
| 30D | -2.6% | -8.2% | +5.5% | -1.3% |
| 3M | -10.7% | +29.1% | -39.8% | -15.6% |
| 6M | +16.1% | +26.6% | -10.4% | +9.9% |
| YTD | +43.2% | +25.0% | +18.2% | +35.6% |
| 1Y | +96.8% | +37.0% | +59.8% | +82.8% |
| 3Y | +201.4% | +16.3% | +185.0% | +183.3% |
| 5Y | +332.7% | +2.2% | +330.5% | +292.2% |
| All | +404.5% | +16.2% | +388.4% | +362.5% |
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