+94.4%
QQQ vs CNH
+7.1%
+87.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.4% |
| 7D | +1.5% | +8.8% | -7.3% | -0.9% |
| 30D | -0.6% | +24.7% | -25.3% | -6.8% |
| 3M | +0.4% | +27.3% | -26.9% | -6.7% |
| 6M | +20.1% | +23.2% | -3.1% | +11.9% |
| YTD | +17.2% | +48.9% | -31.7% | +2.7% |
| 1Y | +24.7% | +19.4% | +5.3% | +16.4% |
| 3Y | +96.2% | +7.8% | +88.4% | +84.5% |
| 5Y | +94.4% | +8.7% | +85.7% | +76.5% |
| All | +94.4% | +7.1% | +87.3% | +76.5% |
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