+87.3%
CSX vs ABNB
+27.9%
+59.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.0% |
| 7D | +6.0% | -1.7% | +7.7% | +6.1% |
| 30D | +7.8% | +11.8% | -4.0% | +6.2% |
| 3M | +4.1% | +0.9% | +3.2% | +3.7% |
| 6M | +17.9% | +40.5% | -22.6% | +12.3% |
| YTD | +44.9% | +37.6% | +7.3% | +38.0% |
| 1Y | +51.1% | +54.1% | -3.0% | +41.8% |
| 3Y | +78.3% | +56.8% | +21.5% | +65.3% |
| 5Y | +58.1% | -9.6% | +67.7% | +45.2% |
| All | +87.3% | +27.9% | +59.3% | +71.9% |
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