+93.1%
CHRW vs QSR
+40.6%
+52.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +4.4% | -4.7% | +9.1% | +5.8% |
| 30D | +5.5% | +4.3% | +1.2% | +3.9% |
| 3M | -17.3% | +5.4% | -22.7% | -18.8% |
| 6M | -12.7% | +8.2% | -20.8% | -15.3% |
| YTD | -4.1% | +14.1% | -18.3% | -8.3% |
| 1Y | +21.2% | +28.1% | -6.9% | +12.3% |
| 3Y | +88.9% | +25.3% | +63.6% | +73.4% |
| 5Y | +93.1% | +40.4% | +52.7% | +71.1% |
| All | +93.1% | +40.6% | +52.5% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling