+825.7%
BKNG vs CHRW
+3,683.6%
-2,857.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -7.3% |
| 7D | -7.9% | +1.9% | -9.8% | -8.6% |
| 30D | -15.9% | +0.9% | -16.8% | -16.4% |
| 3M | +11.1% | -19.9% | +31.0% | +18.7% |
| 6M | -0.7% | -15.8% | +15.1% | +3.5% |
| YTD | -15.4% | -5.6% | -9.8% | -16.5% |
| 1Y | -18.5% | +21.0% | -39.6% | -27.8% |
| 3Y | +46.5% | +86.0% | -39.6% | +4.5% |
| 5Y | +98.8% | +88.6% | +10.1% | +36.0% |
| 10Y | +218.4% | +169.3% | +49.1% | +79.3% |
| All | +825.7% | +3,683.6% | -2,857.8% | +119.4% |
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