+130.1%
CNH vs QS
-46.4%
+176.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | -5.7% | -3.6% | -2.0% | -5.5% |
| 30D | +26.6% | -17.2% | +43.8% | +28.2% |
| 3M | +31.1% | -27.0% | +58.1% | +33.5% |
| 6M | +24.9% | -24.6% | +49.4% | +26.5% |
| YTD | +48.7% | -49.3% | +98.0% | +54.3% |
| 1Y | +22.2% | -40.3% | +62.5% | +23.8% |
| 3Y | +7.4% | -23.8% | +31.2% | +2.5% |
| 5Y | +10.8% | -75.0% | +85.8% | +7.6% |
| All | +130.1% | -46.4% | +176.5% | +132.4% |
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