+14.8%
CNH vs QSR
+23.8%
-9.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.6% | -1.2% |
| 7D | +6.5% | +5.2% | +1.3% | +5.3% |
| 30D | -12.0% | +12.2% | -24.1% | -14.1% |
| 3M | +4.4% | +7.0% | -2.7% | +3.4% |
| 6M | +15.7% | -0.3% | +16.0% | +16.1% |
| YTD | +28.2% | +18.0% | +10.2% | +20.2% |
| 1Y | +14.8% | +22.6% | -7.9% | +3.9% |
| All | +14.8% | +23.8% | -9.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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