+58.2%
QQQI vs CHRW
+91.3%
-33.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.3% | +3.5% | -3.8% | -0.7% |
| 30D | -0.3% | +4.6% | -4.9% | -0.7% |
| 3M | +1.3% | -19.7% | +21.1% | +3.3% |
| 6M | +11.5% | -12.4% | +23.9% | +12.3% |
| YTD | +11.3% | -3.9% | +15.2% | +10.7% |
| 1Y | +16.9% | +18.4% | -1.5% | +13.6% |
| All | +58.2% | +91.3% | -33.1% | +46.1% |
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