-0.1%
CNC vs QS
-47.0%
+46.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.8% |
| 7D | -4.9% | -4.2% | -0.7% | -4.9% |
| 30D | -3.8% | -15.7% | +11.9% | -3.7% |
| 3M | -3.2% | -28.7% | +25.4% | -3.2% |
| 6M | +47.9% | -23.2% | +71.1% | +48.0% |
| YTD | +55.7% | -49.9% | +105.6% | +55.9% |
| 1Y | +106.2% | -38.8% | +145.1% | +106.6% |
| 3Y | -2.1% | -24.0% | +22.0% | -2.4% |
| 5Y | +3.4% | -75.6% | +79.0% | +2.5% |
| All | -0.1% | -47.0% | +46.9% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling