+22.4%
CDNS vs QID
-71.4%
+93.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -1.5% |
| 7D | +1.0% | -7.1% | +8.1% | -3.1% |
| 30D | -2.0% | +12.6% | -14.6% | +7.3% |
| 3M | -0.2% | +14.2% | -14.5% | +11.0% |
| 6M | -8.9% | +6.2% | -15.1% | -0.4% |
| YTD | +3.3% | -21.8% | +25.1% | -4.3% |
| 1Y | +2.2% | -23.1% | +25.4% | -5.8% |
| 3Y | +22.4% | -71.3% | +93.7% | -29.4% |
| All | +22.4% | -71.4% | +93.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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