+14.7%
QLD vs CHRW
-10.6%
+25.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -9.4% | +4.9% | -14.3% | -10.0% |
| 30D | -17.1% | -4.8% | -12.2% | -16.6% |
| 3M | -10.4% | -13.1% | +2.7% | -8.7% |
| 6M | +0.7% | -16.3% | +17.1% | +1.4% |
| YTD | +17.7% | -15.8% | +33.6% | +6.7% |
| 1Y | +14.7% | -11.1% | +25.8% | -2.0% |
| All | +14.7% | -10.6% | +25.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling