+154.7%
QLD vs CHRW
+68.5%
+86.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +6.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.3% |
| 30D | -19.6% | -9.4% | -10.2% | -18.1% |
| 3M | -14.1% | -13.3% | -0.9% | -12.2% |
| 6M | -13.6% | -24.2% | +10.5% | -9.8% |
| YTD | +12.5% | -18.9% | +31.4% | +14.8% |
| 1Y | +13.1% | -12.4% | +25.5% | +13.3% |
| 3Y | +154.7% | +72.2% | +82.5% | +113.8% |
| All | +154.7% | +68.5% | +86.2% | +113.8% |
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