+77.5%
QQQ vs CHRW
+58.8%
+18.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.6% | +7.3% | -3.7% | +2.3% |
| 30D | -6.7% | -3.6% | -3.2% | -6.3% |
| 3M | -7.0% | -9.6% | +2.6% | -5.8% |
| 6M | -4.7% | -17.0% | +12.3% | -2.7% |
| YTD | +11.1% | -15.4% | +26.5% | +11.7% |
| 1Y | +12.3% | -10.0% | +22.3% | +11.4% |
| 3Y | +83.3% | +82.2% | +1.2% | +46.8% |
| All | +77.5% | +58.8% | +18.8% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling