+26.8%
CNH vs Q
+75.3%
-48.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.9% | -6.1% |
| 7D | +8.8% | +6.7% | +2.1% | +7.2% |
| 30D | +24.7% | -10.6% | +35.3% | +27.7% |
| 3M | +27.3% | -14.6% | +41.9% | +31.4% |
| 6M | +23.2% | +12.1% | +11.1% | +17.6% |
| YTD | +48.9% | +51.3% | -2.3% | +33.7% |
| All | +26.8% | +75.3% | -48.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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