+5.6%
CNC vs QSR
+40.5%
-34.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.4% |
| 7D | -0.9% | -4.0% | +3.1% | 0.0% |
| 30D | -1.0% | +2.8% | -3.7% | -1.6% |
| 3M | +4.5% | +5.1% | -0.6% | +3.2% |
| 6M | +85.2% | +8.8% | +76.4% | +80.1% |
| YTD | +61.4% | +14.8% | +46.6% | +54.6% |
| 1Y | +94.9% | +25.7% | +69.2% | +81.4% |
| 3Y | 0.0% | +27.5% | -27.5% | -9.2% |
| All | +5.6% | +40.5% | -34.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling