+11.0%
CNH vs Q
+68.3%
-57.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +3.0% | +1.2% | +1.9% | +2.9% |
| 30D | -0.6% | -2.7% | +2.1% | -0.2% |
| 3M | +14.6% | -16.9% | +31.6% | +19.2% |
| 6M | +11.8% | -26.9% | +38.6% | +19.0% |
| YTD | +30.4% | +45.2% | -14.8% | +17.8% |
| 1Y | +19.1% | +38.1% | -19.1% | +7.9% |
| All | +11.0% | +68.3% | -57.3% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling