+91.7%
BKNG vs CHRW
+90.3%
+1.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -10.7% | +4.4% | -15.0% | -11.3% |
| 30D | -18.1% | +5.5% | -23.6% | -18.9% |
| 3M | +8.5% | -17.3% | +25.8% | +11.3% |
| 6M | -0.1% | -12.7% | +12.6% | +1.1% |
| YTD | -18.2% | -4.1% | -14.1% | -18.9% |
| 1Y | -19.9% | +21.2% | -41.1% | -24.2% |
| 3Y | +41.6% | +88.9% | -47.3% | +20.0% |
| All | +91.7% | +90.3% | +1.3% | +67.9% |
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