+53.1%
CNP vs QS
-19.7%
+72.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.1% |
| 7D | +1.6% | +2.2% | -0.5% | +1.7% |
| 30D | -0.8% | -8.1% | +7.3% | -0.8% |
| 3M | -3.6% | -27.0% | +23.5% | -3.6% |
| 6M | -6.9% | -16.4% | +9.5% | -7.0% |
| YTD | +6.4% | -46.4% | +52.8% | +6.4% |
| 1Y | +9.9% | -41.1% | +51.0% | +9.7% |
| 3Y | +53.1% | -18.6% | +71.7% | +51.8% |
| All | +53.1% | -19.7% | +72.8% | +51.8% |
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