+13.2%
CNH vs QS
-74.8%
+88.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.6% | +8.8% | +3.0% |
| 7D | +1.8% | -4.2% | +6.1% | +2.3% |
| 30D | +32.6% | -15.7% | +48.3% | +35.1% |
| 3M | +29.4% | -28.7% | +58.1% | +33.7% |
| 6M | +26.0% | -23.2% | +49.2% | +28.3% |
| YTD | +52.2% | -49.9% | +102.1% | +61.9% |
| 1Y | +23.9% | -38.8% | +62.7% | +25.4% |
| 3Y | +10.1% | -24.0% | +34.1% | -0.6% |
| 5Y | +13.2% | -75.6% | +88.8% | +7.9% |
| All | +13.2% | -74.8% | +88.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling