+910.6%
QQQ vs CNH
+64.7%
+846.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -0.9% |
| 7D | +0.4% | +23.3% | -22.9% | -5.2% |
| 30D | +0.2% | +33.5% | -33.2% | -7.6% |
| 3M | -2.8% | +32.7% | -35.5% | -10.6% |
| 6M | +18.0% | +22.2% | -4.2% | +10.3% |
| YTD | +17.3% | +57.7% | -40.4% | +1.9% |
| 1Y | +25.6% | +28.0% | -2.4% | +15.1% |
| 3Y | +93.7% | +11.5% | +82.2% | +79.9% |
| 5Y | +94.2% | +11.9% | +82.3% | +76.3% |
| 10Y | +557.9% | +162.8% | +395.1% | +358.4% |
| All | +910.6% | +64.7% | +846.0% | +631.7% |
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