+93.1%
CHRW vs SOXQ
+251.3%
-158.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.8% |
| 7D | +4.4% | +2.3% | +2.0% | +3.9% |
| 30D | +5.5% | -3.9% | +9.4% | +6.2% |
| 3M | -17.3% | -4.7% | -12.5% | -17.0% |
| 6M | -12.7% | +47.9% | -60.5% | -21.3% |
| YTD | -4.1% | +64.3% | -68.5% | -15.6% |
| 1Y | +21.2% | +95.7% | -74.5% | +2.2% |
| 3Y | +88.9% | +231.5% | -142.6% | +31.9% |
| 5Y | +93.1% | +255.0% | -161.9% | +21.6% |
| All | +93.1% | +251.3% | -158.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling