+133.5%
QLD vs CHRW
+67.8%
+65.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.6% | -11.9% |
| 7D | -18.6% | +0.7% | -19.3% | -18.5% |
| 30D | -28.3% | -5.0% | -23.3% | -27.7% |
| 3M | -20.4% | -16.1% | -4.3% | -18.0% |
| 6M | -14.3% | -22.6% | +8.4% | -10.9% |
| YTD | +2.8% | -19.3% | +22.1% | +4.9% |
| 1Y | -1.2% | -14.9% | +13.7% | -0.4% |
| All | +133.5% | +67.8% | +65.7% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling