+3,278.9%
QLD vs CNH
+33.9%
+3,245.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -9.4% | +6.5% | -15.8% | -12.5% |
| 30D | -17.1% | -12.0% | -5.1% | -12.1% |
| 3M | -10.4% | +4.4% | -14.8% | -14.7% |
| 6M | +0.7% | +15.7% | -14.9% | -10.1% |
| YTD | +17.7% | +28.2% | -10.5% | -2.6% |
| 1Y | +14.7% | +14.8% | -0.1% | +0.4% |
| 3Y | +169.6% | +8.3% | +161.3% | +134.0% |
| 5Y | +86.7% | -15.2% | +101.9% | +84.2% |
| 10Y | +1,600.8% | +122.0% | +1,478.7% | +897.3% |
| All | +3,278.9% | +33.9% | +3,245.0% | +2,095.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling