0.0%
CNC vs QS
-24.6%
+24.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +1.6% |
| 7D | -0.9% | -3.6% | +2.7% | -0.9% |
| 30D | -1.0% | -17.2% | +16.3% | -1.0% |
| 3M | +4.5% | -27.0% | +31.5% | +4.4% |
| 6M | +85.2% | -24.6% | +109.8% | +85.2% |
| YTD | +61.4% | -49.3% | +110.7% | +61.2% |
| 1Y | +94.9% | -40.3% | +135.2% | +95.8% |
| 3Y | 0.0% | -23.8% | +23.8% | +1.2% |
| All | 0.0% | -24.6% | +24.6% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling