+118.6%
CNH vs QSR
+202.3%
-83.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.0% | -2.9% | +6.0% | +4.5% |
| 30D | -0.6% | +4.1% | -4.7% | -2.7% |
| 3M | +14.6% | -0.7% | +15.3% | +14.7% |
| 6M | +11.8% | +0.4% | +11.3% | +10.7% |
| YTD | +30.4% | +13.5% | +16.9% | +20.9% |
| 1Y | +19.1% | +11.0% | +8.1% | +11.5% |
| 3Y | +30.2% | +22.0% | +8.2% | +14.6% |
| 5Y | -17.8% | +57.1% | -74.9% | -36.6% |
| 10Y | +103.9% | +138.3% | -34.3% | +26.2% |
| All | +118.6% | +202.3% | -83.7% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling