+78.3%
CHRW vs QS
-44.4%
+122.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -1.4% | -2.3% | +0.9% | -1.3% |
| 30D | -3.5% | -0.7% | -2.7% | -3.5% |
| 3M | -19.4% | -39.6% | +20.3% | -18.1% |
| 6M | -21.4% | -21.7% | +0.3% | -21.1% |
| YTD | -7.1% | -47.4% | +40.3% | -5.5% |
| 1Y | +17.8% | -28.4% | +46.2% | +17.9% |
| 3Y | +78.8% | -22.6% | +101.4% | +73.8% |
| 5Y | +83.5% | -75.6% | +159.1% | +79.6% |
| All | +78.3% | -44.4% | +122.7% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling