+2,637.0%
CLS vs ABNB
+28.0%
+2,609.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.0% |
| 7D | -13.9% | +11.9% | -25.8% | -17.0% |
| 30D | -38.2% | +12.7% | -50.9% | -40.8% |
| 3M | -28.8% | +1.2% | -30.0% | -30.0% |
| 6M | -40.4% | +32.1% | -72.5% | -46.8% |
| YTD | -24.3% | +37.7% | -62.0% | -33.7% |
| 1Y | -35.0% | +55.5% | -90.5% | -45.5% |
| 3Y | +778.7% | +58.2% | +720.5% | +626.6% |
| 5Y | +1,884.8% | -2.8% | +1,887.6% | +1,621.9% |
| All | +2,637.0% | +28.0% | +2,609.0% | +2,271.3% |
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