+43.2%
CVNA vs ABNB
+24.6%
+18.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +3.1% |
| 7D | +0.7% | -4.0% | +4.7% | +4.2% |
| 30D | +7.4% | +19.3% | -12.0% | -9.7% |
| 3M | +12.7% | +36.1% | -23.4% | -15.9% |
| 6M | +17.9% | +34.2% | -16.3% | -10.9% |
| YTD | -11.6% | +34.1% | -45.7% | -33.5% |
| 1Y | +0.8% | +45.1% | -44.4% | -29.5% |
| 3Y | +633.4% | +37.1% | +596.3% | +419.5% |
| 5Y | +13.5% | +15.2% | -1.7% | -7.7% |
| All | +43.2% | +24.6% | +18.6% | +6.1% |
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