+93.2%
CNC vs Q
+78.4%
+14.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -4.9% | +6.6% | -11.5% | -5.0% |
| 30D | -3.8% | -6.6% | +2.8% | -3.6% |
| 3M | -3.2% | -13.2% | +10.0% | -2.9% |
| 6M | +47.9% | +9.9% | +37.9% | +46.0% |
| YTD | +55.7% | +53.9% | +1.7% | +55.3% |
| All | +93.2% | +78.4% | +14.8% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling