+81.2%
CHRW vs QS
-22.5%
+103.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.4% | +9.1% | +3.9% |
| 7D | -0.1% | -5.0% | +4.9% | +0.1% |
| 30D | -4.3% | -1.4% | -2.9% | -4.3% |
| 3M | -7.4% | -33.6% | +26.2% | -6.2% |
| 6M | -20.7% | -47.6% | +26.9% | -19.1% |
| YTD | -15.9% | -59.6% | +43.7% | -13.5% |
| 1Y | -9.9% | -73.5% | +63.7% | -6.1% |
| All | +81.2% | -22.5% | +103.7% | +68.3% |
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