+1,520.2%
QLD vs CHRW
+131.8%
+1,388.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +2.8% |
| 7D | -1.2% | -0.1% | -1.1% | -0.9% |
| 30D | -15.7% | -4.3% | -11.4% | -14.3% |
| 3M | -10.0% | -7.4% | -2.6% | -8.1% |
| 6M | -11.2% | -20.7% | +9.5% | -4.3% |
| YTD | +16.4% | -15.9% | +32.2% | +18.5% |
| 1Y | +12.7% | -9.9% | +22.6% | +10.4% |
| 3Y | +152.3% | +79.0% | +73.3% | +48.7% |
| 5Y | +91.8% | +61.3% | +30.4% | +20.3% |
| 10Y | +1,520.2% | +128.5% | +1,391.7% | +709.4% |
| All | +1,520.2% | +131.8% | +1,388.5% | +709.4% |
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