+9,127.5%
QLD vs CHRW
+382.7%
+8,744.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +1.5% |
| 30D | -0.1% | -3.5% | +3.3% | +2.0% |
| 3M | -8.4% | -19.4% | +11.0% | +2.9% |
| 6M | +32.2% | -21.4% | +53.6% | +48.8% |
| YTD | +28.9% | -7.1% | +36.0% | +26.1% |
| 1Y | +43.8% | +17.8% | +26.0% | +14.8% |
| 3Y | +176.6% | +78.8% | +97.8% | +48.1% |
| 5Y | +121.6% | +83.5% | +38.0% | +13.3% |
| 10Y | +1,652.9% | +160.2% | +1,492.7% | +535.9% |
| All | +9,127.5% | +382.7% | +8,744.8% | +2,043.2% |
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