+326.0%
CAT vs ABNB
+13.9%
+312.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +1.7% | -4.0% | +5.7% | +2.6% |
| 30D | -6.6% | +19.3% | -25.9% | -10.7% |
| 3M | -13.3% | +36.1% | -49.4% | -20.0% |
| 6M | +11.6% | +34.2% | -22.6% | +3.0% |
| YTD | +42.9% | +34.1% | +8.9% | +31.7% |
| 1Y | +95.4% | +45.1% | +50.3% | +76.2% |
| 3Y | +196.6% | +37.1% | +159.5% | +165.1% |
| All | +326.0% | +13.9% | +312.1% | +267.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling