-2.3%
ABNB vs CHRW
+53.0%
-55.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.7% |
| 7D | +11.2% | +0.2% | +11.0% | +11.0% |
| 30D | +14.7% | -9.4% | +24.1% | +17.7% |
| 3M | +6.9% | -13.3% | +20.1% | +10.5% |
| 6M | +34.5% | -24.2% | +58.6% | +42.4% |
| YTD | +40.2% | -18.9% | +59.1% | +43.2% |
| 1Y | +57.4% | -12.4% | +69.8% | +56.2% |
| 3Y | +64.7% | +72.2% | -7.5% | +17.8% |
| 5Y | -2.3% | +53.4% | -55.6% | -28.8% |
| All | -2.3% | +53.0% | -55.3% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling