+158.0%
CNP vs QSR
+203.9%
-45.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -2.2% | -4.7% | +2.5% | -0.4% |
| 30D | -2.1% | +4.3% | -6.4% | -3.7% |
| 3M | -7.9% | +5.4% | -13.4% | -10.0% |
| 6M | -8.3% | +8.2% | -16.5% | -11.4% |
| YTD | +3.8% | +14.1% | -10.4% | -2.2% |
| 1Y | +5.9% | +28.1% | -22.2% | -4.8% |
| 3Y | +49.3% | +25.3% | +24.0% | +32.5% |
| 5Y | +69.3% | +40.4% | +28.9% | +41.2% |
| 10Y | +136.0% | +132.4% | +3.6% | +53.8% |
| All | +158.0% | +203.9% | -45.9% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling