+105.2%
CNH vs QID
-99.0%
+204.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | +0.5% |
| 7D | +3.0% | -7.1% | +10.2% | +0.7% |
| 30D | -0.6% | +12.6% | -13.2% | +4.6% |
| 3M | +14.6% | +14.2% | +0.4% | +21.5% |
| 6M | +11.8% | +6.2% | +5.6% | +17.0% |
| YTD | +30.4% | -21.8% | +52.2% | +23.1% |
| 1Y | +19.1% | -23.1% | +42.2% | +12.0% |
| 3Y | +30.2% | -71.3% | +101.5% | -8.7% |
| 5Y | -17.8% | -77.0% | +59.2% | -38.8% |
| All | +105.2% | -99.0% | +204.3% | -44.6% |
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