+534.7%
QQQ vs CHRW
+128.6%
+406.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.6% | +7.3% | -3.7% | +1.9% |
| 30D | -6.7% | -3.6% | -3.2% | -6.1% |
| 3M | -7.0% | -9.6% | +2.6% | -5.4% |
| 6M | -4.7% | -17.0% | +12.3% | -2.0% |
| YTD | +11.1% | -15.4% | +26.5% | +12.1% |
| 1Y | +12.3% | -10.0% | +22.3% | +11.3% |
| 3Y | +83.3% | +82.2% | +1.2% | +40.7% |
| 5Y | +77.5% | +59.4% | +18.1% | +40.3% |
| All | +534.7% | +128.6% | +406.0% | +337.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling