+94.6%
QQQM vs CNH
+8.8%
+85.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.3% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | -1.4% | +27.0% | -28.4% | -7.9% |
| 3M | +2.2% | +32.6% | -30.4% | -6.1% |
| 6M | +16.9% | +23.6% | -6.7% | +8.8% |
| YTD | +15.7% | +47.8% | -32.2% | +1.6% |
| 1Y | +22.7% | +21.3% | +1.4% | +14.0% |
| 3Y | +93.9% | +7.0% | +87.0% | +82.8% |
| 5Y | +94.6% | +10.2% | +84.4% | +76.0% |
| All | +94.6% | +8.8% | +85.8% | +76.0% |
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