+1,351.8%
QLD vs CHRW
+127.5%
+1,224.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.7% |
| 7D | -10.3% | +0.6% | -10.8% | -10.4% |
| 30D | -26.1% | -7.3% | -18.8% | -23.8% |
| 3M | -17.8% | -14.2% | -3.6% | -12.9% |
| 6M | -15.6% | -25.1% | +9.5% | -6.6% |
| YTD | +5.4% | -21.2% | +26.5% | +10.7% |
| 1Y | +5.2% | -14.2% | +19.4% | +5.3% |
| 3Y | +139.4% | +63.5% | +75.9% | +48.4% |
| 5Y | +66.7% | +49.6% | +17.1% | +8.8% |
| All | +1,351.8% | +127.5% | +1,224.3% | +667.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling