+25.7%
ABNB vs CHRW
+79.8%
-54.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -4.0% | -1.4% | -2.5% | -3.6% |
| 30D | +19.3% | -3.5% | +22.8% | +20.4% |
| 3M | +36.1% | -19.4% | +55.5% | +42.7% |
| 6M | +34.2% | -21.4% | +55.6% | +41.2% |
| YTD | +34.1% | -7.1% | +41.2% | +33.0% |
| 1Y | +45.1% | +17.8% | +27.3% | +32.1% |
| 3Y | +37.1% | +78.8% | -41.7% | +5.0% |
| 5Y | +15.2% | +83.5% | -68.4% | -7.6% |
| All | +25.7% | +79.8% | -54.1% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling