+86.0%
CHRW vs QS
-19.7%
+105.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.6% |
| 7D | +1.9% | +2.2% | -0.3% | +1.9% |
| 30D | +0.9% | -8.1% | +9.0% | +1.2% |
| 3M | -19.9% | -27.0% | +7.1% | -19.0% |
| 6M | -15.8% | -16.4% | +0.6% | -15.7% |
| YTD | -5.6% | -46.4% | +40.8% | -3.7% |
| 1Y | +21.0% | -41.1% | +62.1% | +22.2% |
| 3Y | +86.0% | -18.6% | +104.7% | +77.9% |
| All | +86.0% | -19.7% | +105.7% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling