+68.0%
CNH vs QID
-99.7%
+167.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.9% |
| 7D | +23.3% | -0.6% | +23.9% | +23.0% |
| 30D | +33.5% | 0.0% | +33.5% | +33.5% |
| 3M | +32.7% | +3.7% | +29.0% | +36.4% |
| 6M | +22.2% | -29.9% | +52.0% | +9.4% |
| YTD | +57.7% | -28.8% | +86.5% | +42.3% |
| 1Y | +28.0% | -37.2% | +65.2% | +10.9% |
| 3Y | +11.5% | -73.7% | +85.3% | -24.9% |
| 5Y | +11.9% | -80.7% | +92.6% | -23.0% |
| 10Y | +162.8% | -99.1% | +261.9% | -34.8% |
| All | +68.0% | -99.7% | +167.7% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling