+81.6%
CSX vs ABNB
+30.3%
+51.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -2.2% | +11.2% | -13.4% | -3.5% |
| 30D | +6.8% | +14.7% | -7.9% | +5.0% |
| 3M | +0.7% | +6.9% | -6.2% | -0.4% |
| 6M | +13.3% | +34.5% | -21.2% | +8.5% |
| YTD | +40.5% | +40.2% | +0.3% | +33.6% |
| 1Y | +44.7% | +57.4% | -12.7% | +35.4% |
| 3Y | +74.5% | +64.7% | +9.8% | +61.0% |
| 5Y | +52.0% | -2.3% | +54.2% | +39.5% |
| All | +81.6% | +30.3% | +51.3% | +66.4% |
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 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