+72.1%
CHRW vs SOXQ
+286.7%
-214.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +4.6% | -4.6% | +9.2% | +5.5% |
| 3M | -19.7% | -10.2% | -9.6% | -18.4% |
| 6M | -12.4% | +49.7% | -62.1% | -21.2% |
| YTD | -3.9% | +67.2% | -71.1% | -15.7% |
| 1Y | +18.4% | +98.0% | -79.6% | -0.3% |
| 3Y | +88.8% | +237.2% | -148.3% | +31.9% |
| 5Y | +93.5% | +261.3% | -167.7% | +23.9% |
| All | +72.1% | +286.7% | -214.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling