+372.5%
CHRW vs QID
-100.0%
+472.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.0% |
| 7D | -1.4% | -0.6% | -0.8% | -1.6% |
| 30D | -3.5% | 0.0% | -3.5% | -3.3% |
| 3M | -19.4% | +3.7% | -23.1% | -17.7% |
| 6M | -21.4% | -29.9% | +8.5% | -28.9% |
| YTD | -7.1% | -28.8% | +21.6% | -15.1% |
| 1Y | +17.8% | -37.2% | +55.0% | +3.8% |
| 3Y | +78.8% | -73.7% | +152.5% | +24.9% |
| 5Y | +83.5% | -80.7% | +164.3% | +28.7% |
| 10Y | +160.2% | -99.1% | +259.4% | -34.0% |
| All | +372.5% | -100.0% | +472.5% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling