+7.8%
CNH vs QS
-19.7%
+27.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -5.8% |
| 7D | +8.8% | +2.2% | +6.6% | +8.5% |
| 30D | +24.7% | -8.1% | +32.7% | +25.6% |
| 3M | +27.3% | -27.0% | +54.4% | +30.8% |
| 6M | +23.2% | -16.4% | +39.6% | +24.2% |
| YTD | +48.9% | -46.4% | +95.3% | +56.0% |
| 1Y | +19.4% | -41.1% | +60.5% | +20.9% |
| 3Y | +7.8% | -18.6% | +26.4% | -4.0% |
| All | +7.8% | -19.7% | +27.4% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling