+174.5%
CHRW vs QID
-99.1%
+273.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.3% |
| 7D | +4.1% | -1.9% | +6.0% | +3.6% |
| 30D | +1.9% | +1.7% | +0.2% | +2.3% |
| 3M | -21.2% | -3.9% | -17.3% | -21.4% |
| 6M | -16.7% | -30.0% | +13.3% | -22.2% |
| YTD | -5.4% | -28.2% | +22.9% | -10.8% |
| 1Y | +21.2% | -35.6% | +56.8% | +11.9% |
| 3Y | +86.5% | -74.3% | +160.7% | +46.1% |
| 5Y | +93.0% | -80.8% | +173.9% | +52.0% |
| 10Y | +174.5% | -99.2% | +273.7% | +23.7% |
| All | +174.5% | -99.1% | +273.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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