+6.5%
ABNB vs CHRW
+90.3%
-83.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.6% |
| 7D | -4.4% | +1.9% | -6.3% | -5.0% |
| 30D | -2.0% | +0.9% | -2.9% | -2.4% |
| 3M | +29.8% | -19.9% | +49.7% | +37.0% |
| 6M | +31.0% | -15.8% | +46.8% | +35.2% |
| YTD | +28.6% | -5.6% | +34.2% | +26.6% |
| 1Y | +40.1% | +21.0% | +19.0% | +24.8% |
| 3Y | +19.7% | +86.0% | -66.3% | -13.1% |
| 5Y | +6.5% | +88.6% | -82.2% | -19.8% |
| All | +6.5% | +90.3% | -83.8% | -19.8% |
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