+152.0%
QQQM vs CHRW
+66.6%
+85.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | +3.5% | -4.0% | -1.2% |
| 30D | -1.2% | +4.6% | -5.8% | -2.1% |
| 3M | -0.1% | -19.7% | +19.6% | +3.6% |
| 6M | +18.0% | -12.4% | +30.4% | +19.7% |
| YTD | +16.7% | -3.9% | +20.6% | +15.3% |
| 1Y | +23.0% | +18.4% | +4.7% | +15.4% |
| 3Y | +93.3% | +88.8% | +4.5% | +57.6% |
| 5Y | +96.3% | +93.5% | +2.7% | +59.6% |
| All | +152.0% | +66.6% | +85.4% | +111.0% |
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