-9.6%
CNH vs QID
-76.9%
+67.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -3.9% |
| 7D | +4.5% | +1.8% | +2.8% | +5.7% |
| 30D | +7.6% | +21.6% | -14.0% | +15.4% |
| 3M | +17.0% | +12.6% | +4.4% | +22.5% |
| 6M | +12.9% | +6.9% | +6.0% | +17.9% |
| YTD | +34.3% | -20.5% | +54.8% | +28.1% |
| 1Y | +28.5% | -18.1% | +46.6% | +24.3% |
| 3Y | +31.9% | -70.7% | +102.5% | -3.3% |
| 5Y | -9.6% | -77.2% | +67.6% | -31.9% |
| All | -9.6% | -76.9% | +67.3% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling