-7.3%
CMG vs ABNB
+35.5%
-42.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | -3.8% | -9.5% | +5.7% | -1.4% |
| 30D | +12.9% | -9.4% | +22.3% | +15.6% |
| 3M | +18.8% | +29.9% | -11.1% | +7.2% |
| 6M | +4.1% | +26.6% | -22.5% | -5.4% |
| YTD | -2.4% | +23.5% | -25.9% | -11.9% |
| All | -7.3% | +35.5% | -42.8% | -22.6% |
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 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