+73.4%
CNP vs QSR
+53.9%
+19.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.3% | -2.9% | +4.2% | +2.0% |
| 30D | +3.8% | +4.1% | -0.3% | +2.7% |
| 3M | +2.4% | -0.7% | +3.0% | +2.2% |
| 6M | -1.2% | +0.4% | -1.6% | -1.7% |
| YTD | +9.3% | +13.5% | -4.3% | +5.0% |
| 1Y | +6.4% | +11.0% | -4.6% | +2.8% |
| 3Y | +66.4% | +22.0% | +44.4% | +53.2% |
| All | +73.4% | +53.9% | +19.5% | +41.5% |
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