+6.8%
CNH vs QSR
+25.0%
-18.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -2.5% | -4.7% | +2.2% | -0.7% |
| 30D | +27.0% | +4.3% | +22.7% | +25.4% |
| 3M | +32.6% | +5.4% | +27.2% | +30.1% |
| 6M | +23.6% | +8.2% | +15.4% | +19.1% |
| YTD | +47.8% | +14.1% | +33.7% | +38.9% |
| 1Y | +21.3% | +28.1% | -6.8% | +7.8% |
| All | +6.8% | +25.0% | -18.2% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling