+849.5%
QQQ vs CNH
+40.2%
+809.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.5% |
| 7D | -1.5% | +4.5% | -6.1% | -2.7% |
| 30D | -10.2% | +7.6% | -17.8% | -12.1% |
| 3M | -6.3% | +17.0% | -23.3% | -11.1% |
| 6M | -4.9% | +12.9% | -17.9% | -9.5% |
| YTD | +10.2% | +34.3% | -24.0% | -0.8% |
| 1Y | +8.8% | +28.5% | -19.8% | -1.1% |
| 3Y | +81.4% | +31.9% | +49.5% | +59.8% |
| 5Y | +78.5% | -9.6% | +88.1% | +70.7% |
| 10Y | +523.8% | +106.3% | +417.5% | +358.5% |
| All | +849.5% | +40.2% | +809.3% | +612.9% |
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