+70.8%
CDNS vs QID
-80.2%
+150.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +1.4% |
| 7D | -6.5% | +2.7% | -9.3% | -5.1% |
| 30D | -13.0% | +3.3% | -16.3% | -11.1% |
| 3M | -26.0% | -5.5% | -20.5% | -27.2% |
| 6M | -2.8% | -28.4% | +25.6% | -16.4% |
| YTD | -8.8% | -26.6% | +17.7% | -19.5% |
| 1Y | -15.8% | -34.1% | +18.3% | -29.1% |
| 3Y | +19.7% | -73.7% | +93.4% | -28.5% |
| 5Y | +70.8% | -80.7% | +151.4% | +13.7% |
| All | +70.8% | -80.2% | +150.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling