+3,599.0%
QLD vs CNH
+64.7%
+3,534.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -1.8% |
| 7D | +0.6% | +23.3% | -22.7% | -10.5% |
| 30D | -0.1% | +33.5% | -33.6% | -15.3% |
| 3M | -8.4% | +32.7% | -41.1% | -22.4% |
| 6M | +32.2% | +22.2% | +10.0% | +15.5% |
| YTD | +28.9% | +57.7% | -28.8% | -3.0% |
| 1Y | +43.8% | +28.0% | +15.8% | +20.7% |
| 3Y | +176.6% | +11.5% | +165.1% | +141.1% |
| 5Y | +121.6% | +11.9% | +109.7% | +91.2% |
| 10Y | +1,652.9% | +162.8% | +1,490.1% | +847.2% |
| All | +3,599.0% | +64.7% | +3,534.3% | +2,084.6% |
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