+160.7%
CNH vs QID
-99.1%
+259.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.4% |
| 7D | +1.8% | -1.9% | +3.8% | +1.1% |
| 30D | +32.6% | +1.7% | +30.9% | +33.5% |
| 3M | +29.4% | -3.9% | +33.3% | +29.1% |
| 6M | +26.0% | -30.0% | +56.0% | +12.8% |
| YTD | +52.2% | -28.2% | +80.4% | +38.0% |
| 1Y | +23.9% | -35.6% | +59.5% | +8.5% |
| 3Y | +10.1% | -74.3% | +84.4% | -26.2% |
| 5Y | +13.2% | -80.8% | +94.0% | -21.9% |
| 10Y | +160.7% | -99.2% | +259.8% | -37.6% |
| All | +160.7% | -99.1% | +259.8% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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