+330.1%
CHRW vs QID
-100.0%
+430.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.6% |
| 7D | +4.7% | -11.8% | +16.5% | +0.8% |
| 30D | -2.6% | +14.2% | -16.8% | +2.4% |
| 3M | -8.0% | +8.8% | -16.8% | -4.8% |
| 6M | -19.0% | +1.5% | -20.5% | -17.4% |
| YTD | -15.5% | -23.8% | +8.3% | -20.5% |
| 1Y | -10.8% | -22.0% | +11.2% | -15.2% |
| 3Y | +79.8% | -71.9% | +151.7% | +28.6% |
| 5Y | +59.3% | -77.6% | +136.8% | +18.1% |
| 10Y | +129.6% | -99.1% | +228.7% | -40.4% |
| All | +330.1% | -100.0% | +430.1% | -72.8% |
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