+558.6%
QQQ vs CNH
+158.6%
+400.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -5.7% | +5.1% | +1.0% |
| 30D | -1.2% | +26.6% | -27.8% | -8.1% |
| 3M | -0.2% | +31.1% | -31.3% | -8.4% |
| 6M | +17.9% | +24.9% | -7.0% | +8.9% |
| YTD | +16.6% | +48.7% | -32.1% | +1.8% |
| 1Y | +23.0% | +22.2% | +0.8% | +13.4% |
| 3Y | +92.9% | +7.4% | +85.5% | +79.9% |
| 5Y | +95.6% | +10.8% | +84.8% | +76.3% |
| All | +558.6% | +158.6% | +400.0% | +358.1% |
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