+17.1%
CDNS vs QSR
+25.0%
-7.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -6.5% | -4.7% | -1.8% | -5.3% |
| 30D | -13.0% | +4.3% | -17.3% | -14.2% |
| 3M | -26.0% | +5.4% | -31.5% | -27.3% |
| 6M | -2.8% | +8.2% | -11.0% | -5.9% |
| YTD | -8.8% | +14.1% | -23.0% | -13.4% |
| 1Y | -15.8% | +28.1% | -43.9% | -23.8% |
| All | +17.1% | +25.0% | -7.9% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling