-11.1%
CHRW vs QSR
+23.8%
-35.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.2% | -1.5% |
| 7D | +4.9% | +5.2% | -0.3% | +3.1% |
| 30D | -4.8% | +12.2% | -17.0% | -8.5% |
| 3M | -13.1% | +7.0% | -20.2% | -16.0% |
| 6M | -16.3% | -0.3% | -16.0% | -16.4% |
| YTD | -15.8% | +18.0% | -33.8% | -22.4% |
| 1Y | -11.1% | +22.6% | -33.8% | -18.0% |
| All | -11.1% | +23.8% | -35.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling