+194.9%
CDNS vs QS
-62.6%
+257.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -2.7% |
| 7D | +1.0% | -14.0% | +15.0% | +2.1% |
| 30D | -2.0% | -6.4% | +4.4% | -1.6% |
| 3M | -0.2% | -40.3% | +40.0% | +3.4% |
| 6M | -8.9% | -57.5% | +48.6% | -3.6% |
| YTD | +3.3% | -64.7% | +68.0% | +10.2% |
| 1Y | +2.2% | -72.9% | +75.1% | +10.8% |
| 3Y | +22.4% | -33.5% | +55.8% | +18.8% |
| 5Y | +78.0% | -90.5% | +168.5% | +79.2% |
| All | +194.9% | -62.6% | +257.6% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling