+10.2%
CNH vs QSR
+40.6%
-30.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -2.5% | -4.7% | +2.2% | -0.1% |
| 30D | +27.0% | +4.3% | +22.7% | +24.7% |
| 3M | +32.6% | +5.4% | +27.2% | +29.0% |
| 6M | +23.6% | +8.2% | +15.4% | +17.7% |
| YTD | +47.8% | +14.1% | +33.7% | +36.4% |
| 1Y | +21.3% | +28.1% | -6.8% | +4.4% |
| 3Y | +7.0% | +25.3% | -18.3% | -9.4% |
| 5Y | +10.2% | +40.4% | -30.2% | -19.1% |
| All | +10.2% | +40.6% | -30.4% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling