+10.9%
CMG vs ABNB
+40.5%
-29.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.6% | +0.2% | +4.4% |
| 7D | +22.5% | +6.2% | +16.3% | +20.7% |
| 30D | +14.1% | +7.5% | +6.6% | +12.1% |
| 3M | +4.1% | +17.6% | -13.6% | -1.1% |
| 6M | +10.1% | +27.0% | -16.9% | +1.1% |
| YTD | -4.9% | +30.0% | -34.8% | -15.6% |
| 1Y | +10.9% | +44.2% | -33.3% | -7.2% |
| All | +10.9% | +40.5% | -29.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling