+7,256.1%
QLD vs CHRW
+319.5%
+6,936.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.6% | -10.0% |
| 7D | -18.6% | +0.7% | -19.3% | -18.8% |
| 30D | -28.3% | -5.0% | -23.3% | -26.5% |
| 3M | -20.4% | -16.1% | -4.3% | -12.7% |
| 6M | -14.3% | -22.6% | +8.4% | -4.0% |
| YTD | +2.8% | -19.3% | +22.1% | +8.0% |
| 1Y | -1.2% | -14.9% | +13.7% | 0.0% |
| 3Y | +135.3% | +68.0% | +67.3% | +27.4% |
| 5Y | +62.6% | +53.2% | +9.4% | -7.4% |
| 10Y | +1,384.3% | +134.8% | +1,249.5% | +460.9% |
| All | +7,256.1% | +319.5% | +6,936.7% | +1,735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling