+76.7%
CSX vs ABNB
+30.1%
+46.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.0% | -4.7% |
| 7D | -5.5% | +15.6% | -21.1% | -7.2% |
| 30D | +4.9% | +18.3% | -13.3% | +2.7% |
| 3M | -2.9% | +25.3% | -28.1% | -5.9% |
| 6M | +8.3% | +35.8% | -27.5% | +3.7% |
| YTD | +36.7% | +40.0% | -3.2% | +30.0% |
| 1Y | +41.5% | +57.6% | -16.1% | +32.4% |
| 3Y | +68.6% | +60.8% | +7.8% | +55.9% |
| 5Y | +48.4% | -5.8% | +54.2% | +36.2% |
| All | +76.7% | +30.1% | +46.6% | +61.9% |
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 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