+25.2%
ABNB vs CHRW
+62.9%
-37.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.8% | -4.1% |
| 7D | +2.7% | -0.1% | +2.8% | +2.6% |
| 30D | +10.8% | -4.3% | +15.1% | +11.7% |
| 3M | -2.1% | -7.4% | +5.3% | -0.9% |
| 6M | +32.2% | -20.7% | +52.9% | +37.5% |
| YTD | +33.5% | -15.9% | +49.3% | +35.0% |
| 1Y | +47.8% | -9.9% | +57.7% | +46.2% |
| 3Y | +53.3% | +79.0% | -25.7% | +14.7% |
| 5Y | -5.5% | +61.3% | -66.8% | -22.5% |
| All | +25.2% | +62.9% | -37.8% | -4.1% |
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