+176.1%
QLD vs CHRW
+78.9%
+97.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | -0.1% | -3.5% | +3.3% | +0.6% |
| 3M | -8.4% | -19.4% | +11.0% | -4.4% |
| 6M | +32.2% | -21.4% | +53.6% | +38.1% |
| YTD | +28.9% | -7.1% | +36.0% | +28.5% |
| 1Y | +43.8% | +17.8% | +26.0% | +34.4% |
| All | +176.1% | +78.9% | +97.2% | +130.6% |
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