+4.0%
CNC vs QS
-75.4%
+79.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | -3.9% | -5.0% | +1.1% | -3.8% |
| 30D | +0.8% | -18.3% | +19.1% | +1.2% |
| 3M | +0.1% | -26.0% | +26.1% | +0.6% |
| 6M | +79.7% | -24.0% | +103.7% | +80.3% |
| YTD | +58.9% | -50.3% | +109.2% | +60.7% |
| 1Y | +109.1% | -38.0% | +147.1% | +110.1% |
| 3Y | 0.0% | -24.6% | +24.6% | -2.6% |
| All | +4.0% | -75.4% | +79.4% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling