+1.5%
CHRW vs Q
+75.8%
-74.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -3.4% | +4.0% | -7.4% | -3.8% |
| 30D | -9.4% | -2.3% | -7.0% | -9.2% |
| 3M | -12.6% | -7.9% | -4.7% | -12.0% |
| 6M | -24.2% | -16.0% | -8.2% | -23.1% |
| YTD | -18.9% | +51.7% | -70.6% | -25.4% |
| 1Y | -13.7% | +28.3% | -42.0% | -17.5% |
| All | +1.5% | +75.8% | -74.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling