+96.2%
QQQ vs CHRW
+86.2%
+10.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.3% |
| 7D | +1.5% | +1.9% | -0.4% | +1.3% |
| 30D | -0.6% | +0.9% | -1.6% | -0.8% |
| 3M | +0.4% | -19.9% | +20.3% | +2.6% |
| 6M | +20.1% | -15.8% | +35.9% | +21.6% |
| YTD | +17.2% | -5.6% | +22.8% | +16.8% |
| 1Y | +24.7% | +21.0% | +3.7% | +20.1% |
| 3Y | +96.2% | +86.0% | +10.1% | +77.5% |
| All | +96.2% | +86.2% | +10.0% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling