+69.1%
CHRW vs SOXQ
+288.7%
-219.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +1.9% | +5.3% | -3.3% | +0.9% |
| 30D | +0.9% | -3.7% | +4.6% | +1.6% |
| 3M | -19.9% | -7.8% | -12.1% | -19.1% |
| 6M | -15.8% | +58.4% | -74.2% | -25.2% |
| YTD | -5.6% | +68.1% | -73.7% | -17.2% |
| 1Y | +21.0% | +105.4% | -84.3% | +1.1% |
| 3Y | +86.0% | +239.2% | -153.2% | +29.8% |
| 5Y | +88.6% | +266.9% | -178.3% | +20.4% |
| All | +69.1% | +288.7% | -219.7% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling