+1,906.3%
CDNS vs QID
-100.0%
+2,006.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -1.6% |
| 7D | +1.0% | -7.1% | +8.1% | -2.9% |
| 30D | -2.0% | +12.6% | -14.6% | +6.6% |
| 3M | -0.2% | +14.2% | -14.5% | +10.3% |
| 6M | -8.9% | +6.2% | -15.1% | -1.0% |
| YTD | +3.3% | -21.8% | +25.1% | -3.2% |
| 1Y | +2.2% | -23.1% | +25.4% | -4.7% |
| 3Y | +22.4% | -71.3% | +93.7% | -22.7% |
| 5Y | +78.0% | -77.0% | +155.0% | +26.3% |
| 10Y | +1,175.2% | -99.0% | +1,274.2% | +132.1% |
| All | +1,906.3% | -100.0% | +2,006.3% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling