+868.4%
QQQ vs CNH
+36.9%
+831.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.8% |
| 7D | +6.4% | +6.4% | 0.0% | +4.5% |
| 30D | -7.5% | -1.6% | -5.8% | -7.3% |
| 3M | -4.8% | +11.6% | -16.4% | -8.5% |
| 6M | -2.5% | +12.5% | -15.0% | -7.1% |
| YTD | +12.4% | +31.1% | -18.7% | +1.8% |
| 1Y | +11.3% | +17.0% | -5.7% | +3.9% |
| 3Y | +85.0% | +28.7% | +56.2% | +64.0% |
| 5Y | +79.6% | -17.4% | +97.0% | +75.9% |
| 10Y | +535.9% | +105.0% | +431.0% | +368.7% |
| All | +868.4% | +36.9% | +831.5% | +631.5% |
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 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