+1,631.1%
QLD vs CHRW
+160.8%
+1,470.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +1.3% |
| 30D | -0.1% | -3.5% | +3.3% | +1.5% |
| 3M | -8.4% | -19.4% | +11.0% | +0.1% |
| 6M | +32.2% | -21.4% | +53.6% | +45.0% |
| YTD | +28.9% | -7.1% | +36.0% | +26.9% |
| 1Y | +43.8% | +17.8% | +26.0% | +21.0% |
| 3Y | +176.6% | +78.8% | +97.8% | +69.1% |
| 5Y | +121.6% | +83.5% | +38.0% | +31.1% |
| All | +1,631.1% | +160.8% | +1,470.3% | +694.1% |
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