+101.8%
CNH vs QS
-62.6%
+164.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.1% |
| 7D | +3.0% | -14.0% | +17.0% | +4.2% |
| 30D | -0.6% | -6.4% | +5.8% | -0.2% |
| 3M | +14.6% | -40.3% | +54.9% | +18.6% |
| 6M | +11.8% | -57.5% | +69.3% | +17.8% |
| YTD | +30.4% | -64.7% | +95.1% | +38.6% |
| 1Y | +19.1% | -72.9% | +91.9% | +28.6% |
| 3Y | +30.2% | -33.5% | +63.6% | +25.7% |
| 5Y | -17.8% | -90.5% | +72.7% | -17.4% |
| All | +101.8% | -62.6% | +164.4% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling