+58.2%
QQQI vs CNH
+21.1%
+37.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.3% | -5.7% | +5.3% | +0.6% |
| 30D | -0.3% | +26.6% | -26.8% | -4.5% |
| 3M | +1.3% | +31.1% | -29.7% | -3.8% |
| 6M | +11.5% | +24.9% | -13.4% | +6.3% |
| YTD | +11.3% | +48.7% | -37.4% | +2.0% |
| 1Y | +16.9% | +22.2% | -5.3% | +11.4% |
| All | +58.2% | +21.1% | +37.1% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling