+199.5%
CVX vs ABNB
+27.9%
+171.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.4% |
| 7D | +3.4% | -1.7% | +5.1% | +3.6% |
| 30D | -1.0% | +11.8% | -12.8% | -2.0% |
| 3M | +12.2% | +0.9% | +11.3% | +11.9% |
| 6M | +20.3% | +40.5% | -20.1% | +16.0% |
| YTD | +48.3% | +37.6% | +10.7% | +42.8% |
| 1Y | +46.9% | +54.1% | -7.2% | +39.6% |
| 3Y | +73.1% | +56.8% | +16.4% | +62.4% |
| 5Y | +135.2% | -9.6% | +144.8% | +120.8% |
| All | +199.5% | +27.9% | +171.5% | +176.4% |
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