+153.2%
QQQM vs CNH
+111.4%
+41.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.2% |
| 7D | +1.5% | +8.8% | -7.3% | -0.8% |
| 30D | -0.7% | +24.7% | -25.3% | -6.4% |
| 3M | +0.4% | +27.3% | -26.9% | -6.2% |
| 6M | +20.1% | +23.2% | -3.1% | +12.4% |
| YTD | +17.2% | +48.9% | -31.7% | +3.8% |
| 1Y | +24.7% | +19.4% | +5.3% | +17.0% |
| 3Y | +96.6% | +7.8% | +88.8% | +85.3% |
| 5Y | +95.0% | +8.7% | +86.3% | +80.0% |
| All | +153.2% | +111.4% | +41.8% | +96.9% |
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