-7.1%
CMG vs ABNB
+16.4%
-23.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.1% | -6.5% | +4.4% | -0.5% |
| 30D | +10.9% | -5.5% | +16.4% | +12.4% |
| 3M | +15.8% | +30.0% | -14.2% | +7.3% |
| 6M | +6.9% | +27.6% | -20.6% | -0.6% |
| YTD | -2.2% | +25.4% | -27.6% | -9.0% |
| 1Y | -7.1% | +38.3% | -45.4% | -15.8% |
| 3Y | -7.1% | +15.5% | -22.6% | -14.1% |
| All | -7.1% | +16.4% | -23.5% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling