+1,520.2%
QLD vs CNH
+113.9%
+1,406.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.8% | +3.6% |
| 7D | -1.2% | +6.7% | -7.8% | -4.5% |
| 30D | -15.7% | +7.2% | -22.9% | -19.2% |
| 3M | -10.0% | +17.5% | -27.5% | -20.0% |
| 6M | -11.2% | +15.0% | -26.2% | -21.0% |
| YTD | +16.4% | +36.8% | -20.4% | -8.6% |
| 1Y | +12.7% | +27.6% | -15.0% | -8.1% |
| 3Y | +152.3% | +34.3% | +118.0% | +90.4% |
| 5Y | +91.8% | -12.2% | +104.0% | +84.7% |
| 10Y | +1,520.2% | +113.9% | +1,406.4% | +896.7% |
| All | +1,520.2% | +113.9% | +1,406.4% | +896.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling