+1,450.1%
QLD vs CNH
+107.8%
+1,342.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +1.2% |
| 7D | -3.8% | +4.5% | -8.3% | -6.0% |
| 30D | -20.5% | +7.6% | -28.2% | -24.1% |
| 3M | -14.6% | +17.0% | -31.6% | -24.0% |
| 6M | -14.7% | +12.9% | -27.6% | -23.4% |
| YTD | +11.2% | +34.3% | -23.1% | -11.8% |
| 1Y | +7.1% | +28.5% | -21.4% | -13.1% |
| 3Y | +141.1% | +31.9% | +109.2% | +83.8% |
| 5Y | +84.3% | -9.6% | +93.9% | +74.1% |
| 10Y | +1,450.1% | +106.3% | +1,343.8% | +868.0% |
| All | +1,450.1% | +107.8% | +1,342.2% | +868.0% |
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