+1,044.2%
CDNS vs QSR
+135.2%
+909.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.3% |
| 7D | -1.1% | -4.0% | +2.9% | +0.5% |
| 30D | -10.4% | +2.8% | -13.2% | -11.5% |
| 3M | -24.6% | +5.1% | -29.7% | -26.3% |
| 6M | -1.6% | +8.8% | -10.4% | -5.7% |
| YTD | -7.4% | +14.8% | -22.3% | -13.4% |
| 1Y | -18.4% | +25.7% | -44.1% | -26.8% |
| 3Y | +19.0% | +27.5% | -8.6% | +4.5% |
| 5Y | +73.4% | +41.3% | +32.2% | +44.4% |
| All | +1,044.2% | +135.2% | +909.0% | +649.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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