+62.6%
QLD vs CNH
-17.9%
+80.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.9% | -8.8% | -10.8% |
| 7D | -18.6% | -0.4% | -18.2% | -18.4% |
| 30D | -28.3% | -15.2% | -13.1% | -22.4% |
| 3M | -20.4% | +4.3% | -24.6% | -24.2% |
| 6M | -14.3% | +10.1% | -24.3% | -21.6% |
| YTD | +2.8% | +23.2% | -20.4% | -14.1% |
| 1Y | -1.2% | +8.5% | -9.7% | -11.2% |
| 3Y | +135.3% | +4.1% | +131.3% | +105.3% |
| 5Y | +62.6% | -17.8% | +80.4% | +63.7% |
| All | +62.6% | -17.9% | +80.5% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling