+84.1%
CHRW vs QS
-47.4%
+131.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +4.4% | -5.0% | +9.3% | +4.5% |
| 30D | +5.5% | -18.3% | +23.8% | +6.2% |
| 3M | -17.3% | -26.0% | +8.7% | -16.5% |
| 6M | -12.7% | -24.0% | +11.4% | -12.2% |
| YTD | -4.1% | -50.3% | +46.2% | -2.2% |
| 1Y | +21.2% | -38.0% | +59.2% | +22.0% |
| 3Y | +88.9% | -24.6% | +113.5% | +83.8% |
| 5Y | +93.1% | -75.4% | +168.5% | +89.2% |
| All | +84.1% | -47.4% | +131.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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