+57.5%
CHRW vs QS
-90.5%
+148.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.2% | +0.4% |
| 7D | +7.3% | -14.0% | +21.3% | +8.2% |
| 30D | -3.6% | -6.4% | +2.8% | -3.3% |
| 3M | -9.6% | -40.3% | +30.7% | -7.0% |
| 6M | -17.0% | -57.5% | +40.5% | -13.3% |
| YTD | -15.4% | -64.7% | +49.3% | -11.0% |
| 1Y | -10.0% | -72.9% | +62.9% | -3.8% |
| 3Y | +82.2% | -33.5% | +115.6% | +71.7% |
| All | +57.5% | -90.5% | +148.0% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling