+45.7%
CNH vs QID
-99.7%
+145.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +0.2% |
| 7D | +6.7% | -1.1% | +7.8% | +7.0% |
| 30D | +7.2% | +14.4% | -7.2% | +13.6% |
| 3M | +17.5% | +6.7% | +10.8% | +21.5% |
| 6M | +15.0% | +2.6% | +12.4% | +18.9% |
| YTD | +36.8% | -24.2% | +61.0% | +27.5% |
| 1Y | +27.6% | -22.3% | +49.9% | +20.5% |
| 3Y | +34.3% | -72.0% | +106.4% | -7.1% |
| 5Y | -12.2% | -78.2% | +65.9% | -36.3% |
| 10Y | +113.9% | -99.1% | +212.9% | -45.5% |
| All | +45.7% | -99.7% | +145.4% | -71.2% |
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