+13.0%
CRM vs ABNB
+16.6%
-3.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | -4.4% | -6.5% | +2.0% | -2.3% |
| 30D | +28.1% | -5.5% | +33.6% | +30.4% |
| 3M | +48.8% | +30.0% | +18.8% | +36.0% |
| 6M | +28.3% | +27.6% | +0.7% | +17.8% |
| YTD | -6.0% | +25.4% | -31.4% | -13.3% |
| 1Y | +1.4% | +38.3% | -36.9% | -9.3% |
| 3Y | +11.8% | +15.5% | -3.7% | +2.9% |
| 5Y | -2.0% | +3.0% | -5.0% | -12.6% |
| All | +13.0% | +16.6% | -3.5% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling