+7.7%
CNH vs QSR
+40.5%
-32.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -5.7% | -4.0% | -1.7% | -3.8% |
| 30D | +26.6% | +2.8% | +23.8% | +25.1% |
| 3M | +31.1% | +5.1% | +26.0% | +27.7% |
| 6M | +24.9% | +8.8% | +16.1% | +18.6% |
| YTD | +48.7% | +14.8% | +33.9% | +36.8% |
| 1Y | +22.2% | +25.7% | -3.5% | +6.4% |
| 3Y | +7.4% | +27.5% | -20.1% | -9.9% |
| All | +7.7% | +40.5% | -32.8% | -21.1% |
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