+164.2%
CDNS vs QS
-46.4%
+210.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.4% |
| 7D | -1.1% | -3.6% | +2.5% | -0.9% |
| 30D | -10.4% | -17.2% | +6.8% | -9.2% |
| 3M | -24.6% | -27.0% | +2.4% | -23.1% |
| 6M | -1.6% | -24.6% | +22.9% | -0.1% |
| YTD | -7.4% | -49.3% | +41.9% | -3.7% |
| 1Y | -18.4% | -40.3% | +21.9% | -16.7% |
| 3Y | +19.0% | -23.8% | +42.8% | +14.1% |
| 5Y | +73.4% | -75.0% | +148.4% | +69.7% |
| All | +164.2% | -46.4% | +210.6% | +191.4% |
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