+1,351.8%
QLD vs CNH
+116.5%
+1,235.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +1.0% |
| 7D | -10.3% | -1.7% | -8.6% | -9.2% |
| 30D | -26.1% | -7.2% | -18.8% | -23.3% |
| 3M | -17.8% | +6.5% | -24.3% | -22.7% |
| 6M | -15.6% | +7.9% | -23.4% | -22.1% |
| YTD | +5.4% | +26.6% | -21.2% | -13.4% |
| 1Y | +5.2% | +13.8% | -8.5% | -8.3% |
| 3Y | +139.4% | +9.2% | +130.3% | +103.5% |
| 5Y | +66.7% | -15.6% | +82.3% | +63.9% |
| All | +1,351.8% | +116.5% | +1,235.3% | +855.9% |
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