+69.9%
CNP vs QS
-74.8%
+144.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | -0.8% |
| 7D | +0.7% | -4.2% | +4.9% | +0.7% |
| 30D | -0.1% | -15.7% | +15.6% | +0.1% |
| 3M | -5.6% | -28.7% | +23.1% | -5.3% |
| 6M | -7.5% | -23.2% | +15.8% | -7.4% |
| YTD | +5.5% | -49.9% | +55.4% | +6.3% |
| 1Y | +8.3% | -38.8% | +47.2% | +8.3% |
| 3Y | +51.8% | -24.0% | +75.8% | +47.8% |
| 5Y | +69.9% | -75.6% | +145.5% | +64.7% |
| All | +69.9% | -74.8% | +144.7% | +64.7% |
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