+558.6%
QQQ vs CHRW
+183.1%
+375.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -0.6% | +3.5% | -4.0% | -1.4% |
| 30D | -1.2% | +4.6% | -5.8% | -2.4% |
| 3M | -0.2% | -19.7% | +19.5% | +4.6% |
| 6M | +17.9% | -12.4% | +30.3% | +20.1% |
| YTD | +16.6% | -3.9% | +20.5% | +14.9% |
| 1Y | +23.0% | +18.4% | +4.6% | +13.3% |
| 3Y | +92.9% | +88.8% | +4.1% | +49.2% |
| 5Y | +95.6% | +93.5% | +2.1% | +47.2% |
| All | +558.6% | +183.1% | +375.4% | +328.9% |
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