+17.2%
ABNB vs CHRW
+83.3%
-66.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -7.4% | +4.1% | -11.5% | -8.5% |
| 30D | -8.2% | +1.9% | -10.1% | -8.7% |
| 3M | +29.1% | -21.2% | +50.3% | +36.5% |
| 6M | +26.6% | -16.7% | +43.2% | +30.8% |
| YTD | +25.0% | -5.4% | +30.4% | +23.3% |
| 1Y | +37.0% | +21.2% | +15.8% | +23.6% |
| 3Y | +16.3% | +86.5% | -70.1% | -12.3% |
| 5Y | +2.2% | +93.0% | -90.8% | -18.4% |
| All | +17.2% | +83.3% | -66.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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