+12.7%
QLD vs CHRW
-9.7%
+22.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +4.0% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -15.7% | -4.3% | -11.4% | -15.3% |
| 3M | -10.0% | -7.4% | -2.6% | -9.6% |
| 6M | -11.2% | -20.7% | +9.5% | -9.1% |
| YTD | +16.4% | -15.9% | +32.2% | +6.6% |
| 1Y | +12.7% | -9.9% | +22.6% | -2.3% |
| All | +12.7% | -9.7% | +22.4% | -2.3% |
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