+122.2%
CNP vs QS
-46.4%
+168.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | 0.0% |
| 7D | -1.4% | -3.6% | +2.2% | -1.4% |
| 30D | -2.9% | -17.2% | +14.3% | -2.9% |
| 3M | -7.5% | -27.0% | +19.4% | -7.5% |
| 6M | -7.9% | -24.6% | +16.7% | -7.9% |
| YTD | +3.7% | -49.3% | +53.1% | +3.9% |
| 1Y | +4.6% | -40.3% | +44.9% | +4.6% |
| 3Y | +49.1% | -23.8% | +72.9% | +48.2% |
| 5Y | +69.2% | -75.0% | +144.2% | +67.5% |
| All | +122.2% | -46.4% | +168.6% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling