+93.0%
CHRW vs QS
-74.8%
+167.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.9% | +0.6% |
| 7D | +4.1% | -4.2% | +8.3% | +4.3% |
| 30D | +1.9% | -15.7% | +17.6% | +2.8% |
| 3M | -21.2% | -28.7% | +7.5% | -19.9% |
| 6M | -16.7% | -23.2% | +6.6% | -16.1% |
| YTD | -5.4% | -49.9% | +44.5% | -2.4% |
| 1Y | +21.2% | -38.8% | +60.0% | +22.3% |
| 3Y | +86.5% | -24.0% | +110.5% | +76.3% |
| 5Y | +93.0% | -75.6% | +168.6% | +85.6% |
| All | +93.0% | -74.8% | +167.8% | +85.6% |
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