+62.6%
QLD vs CHRW
+48.6%
+13.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.6% | -11.2% |
| 7D | -18.6% | +0.7% | -19.3% | -18.6% |
| 30D | -28.3% | -5.0% | -23.3% | -27.2% |
| 3M | -20.4% | -16.1% | -4.3% | -16.1% |
| 6M | -14.3% | -22.6% | +8.4% | -8.5% |
| YTD | +2.8% | -19.3% | +22.1% | +5.7% |
| 1Y | -1.2% | -14.9% | +13.7% | -0.7% |
| 3Y | +135.3% | +68.0% | +67.3% | +56.5% |
| 5Y | +62.6% | +53.2% | +9.4% | +19.5% |
| All | +62.6% | +48.6% | +13.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling