+1,570.9%
QQQ vs CHRW
+3,485.0%
-1,914.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.8% |
| 30D | +0.2% | -3.5% | +3.7% | +1.2% |
| 3M | -2.8% | -19.4% | +16.6% | +2.9% |
| 6M | +18.0% | -21.4% | +39.4% | +25.2% |
| YTD | +17.3% | -7.1% | +24.4% | +16.7% |
| 1Y | +25.6% | +17.8% | +7.8% | +14.1% |
| 3Y | +93.7% | +78.8% | +15.0% | +47.2% |
| 5Y | +94.2% | +83.5% | +10.6% | +43.3% |
| 10Y | +557.9% | +160.2% | +397.6% | +312.8% |
| All | +1,570.9% | +3,485.0% | -1,914.0% | +370.7% |
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