+8.7%
CNH vs QID
-80.7%
+89.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.8% | -5.5% |
| 7D | +8.8% | -2.7% | +11.5% | +7.8% |
| 30D | +24.7% | +1.8% | +22.9% | +25.4% |
| 3M | +27.3% | -2.2% | +29.5% | +27.9% |
| 6M | +23.2% | -32.1% | +55.3% | +10.5% |
| YTD | +48.9% | -28.6% | +77.5% | +36.3% |
| 1Y | +19.4% | -36.3% | +55.7% | +5.8% |
| 3Y | +7.8% | -74.4% | +82.2% | -24.7% |
| 5Y | +8.7% | -80.8% | +89.5% | -22.8% |
| All | +8.7% | -80.7% | +89.4% | -22.8% |
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