+167.1%
CHRW vs QSR
+218.5%
-51.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | -3.5% | +7.6% | -11.1% | -5.1% |
| 3M | -19.4% | +12.6% | -32.0% | -21.6% |
| 6M | -21.4% | +14.4% | -35.7% | -24.0% |
| YTD | -7.1% | +19.6% | -26.8% | -10.9% |
| 1Y | +17.8% | +33.9% | -16.1% | +10.3% |
| 3Y | +78.8% | +27.1% | +51.7% | +67.9% |
| 5Y | +83.5% | +48.5% | +35.0% | +65.9% |
| 10Y | +160.2% | +126.2% | +34.0% | +112.5% |
| All | +167.1% | +218.5% | -51.4% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling