+1,467.1%
CDNS vs QSR
+211.0%
+1,256.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.6% | -2.0% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -16.3% | +5.9% | -22.2% | -18.2% |
| 3M | -27.9% | +10.5% | -38.4% | -30.9% |
| 6M | -4.3% | +7.7% | -12.0% | -7.8% |
| YTD | -9.1% | +16.8% | -25.9% | -15.3% |
| 1Y | -21.2% | +30.9% | -52.1% | -30.1% |
| 3Y | +19.4% | +28.2% | -8.8% | +5.4% |
| 5Y | +71.6% | +45.0% | +26.6% | +43.1% |
| 10Y | +1,005.1% | +127.3% | +877.8% | +638.7% |
| All | +1,467.1% | +211.0% | +1,256.1% | +851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling