+40.3%
CMG vs ABNB
+19.5%
+20.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.1% |
| 7D | -1.5% | -4.4% | +2.9% | -0.3% |
| 30D | +12.7% | -2.0% | +14.7% | +13.2% |
| 3M | +26.3% | +29.8% | -3.6% | +16.4% |
| 6M | +4.5% | +31.0% | -26.5% | -4.1% |
| YTD | -0.1% | +28.6% | -28.7% | -8.1% |
| 1Y | -6.8% | +40.1% | -46.8% | -16.3% |
| 3Y | -5.0% | +19.7% | -24.7% | -13.8% |
| 5Y | -3.0% | +6.5% | -9.5% | -14.9% |
| All | +40.3% | +19.5% | +20.7% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling