+28.0%
CNH vs QS
-28.5%
+56.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +4.0% |
| 7D | +23.3% | -2.3% | +25.6% | +23.5% |
| 30D | +33.5% | -0.7% | +34.2% | +33.5% |
| 3M | +32.7% | -39.6% | +72.4% | +36.3% |
| 6M | +22.2% | -21.7% | +43.9% | +23.4% |
| YTD | +57.7% | -47.4% | +105.1% | +60.5% |
| 1Y | +28.0% | -28.4% | +56.4% | +30.7% |
| All | +28.0% | -28.5% | +56.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling