-10.8%
CHRW vs Q
+27.2%
-38.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.8% |
| 7D | +4.7% | +11.5% | -6.8% | +3.4% |
| 30D | -2.6% | -0.2% | -2.4% | -2.7% |
| 3M | -8.0% | -13.6% | +5.6% | -6.4% |
| 6M | -19.0% | -27.0% | +8.0% | -15.4% |
| YTD | -15.5% | +50.5% | -66.0% | -23.3% |
| 1Y | -10.8% | +33.8% | -44.6% | -18.5% |
| All | -10.8% | +27.2% | -38.1% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling