+88.4%
CHRW vs SOXQ
+227.1%
-138.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +4.4% | +2.3% | +2.0% | +4.0% |
| 30D | +5.5% | -3.9% | +9.4% | +6.0% |
| 3M | -17.3% | -4.7% | -12.5% | -16.9% |
| 6M | -12.7% | +47.9% | -60.5% | -18.4% |
| YTD | -4.1% | +64.3% | -68.5% | -11.7% |
| 1Y | +21.2% | +95.7% | -74.5% | +8.9% |
| All | +88.4% | +227.1% | -138.7% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling