+1,631.1%
QLD vs CNH
+162.8%
+1,468.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -1.9% |
| 7D | +0.6% | +23.3% | -22.7% | -11.2% |
| 30D | -0.1% | +33.5% | -33.6% | -16.3% |
| 3M | -8.4% | +32.7% | -41.1% | -23.3% |
| 6M | +32.2% | +22.2% | +10.0% | +14.4% |
| YTD | +28.9% | +57.7% | -28.8% | -5.2% |
| 1Y | +43.8% | +28.0% | +15.8% | +19.1% |
| 3Y | +176.6% | +11.5% | +165.1% | +138.2% |
| 5Y | +121.6% | +11.9% | +109.7% | +87.5% |
| All | +1,631.1% | +162.8% | +1,468.3% | +796.1% |
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