+7.1%
CRM vs ABNB
+46.0%
-38.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | +1.3% | -4.0% | +5.2% | +3.0% |
| 30D | +34.3% | +19.3% | +15.0% | +22.9% |
| 3M | +37.7% | +36.1% | +1.6% | +17.4% |
| 6M | +34.9% | +34.2% | +0.7% | +16.3% |
| YTD | -1.6% | +34.1% | -35.7% | -15.8% |
| 1Y | +7.1% | +45.1% | -38.0% | -11.3% |
| All | +7.1% | +46.0% | -38.8% | -11.3% |
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 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