+571.4%
CNQ vs QS
-46.4%
+617.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | +0.1% | -3.6% | +3.8% | +0.2% |
| 30D | +6.2% | -17.2% | +23.4% | +6.8% |
| 3M | +12.4% | -27.0% | +39.3% | +13.3% |
| 6M | +9.0% | -24.6% | +33.6% | +9.5% |
| YTD | +52.2% | -49.3% | +101.5% | +55.0% |
| 1Y | +65.0% | -40.3% | +105.4% | +66.1% |
| 3Y | +78.8% | -23.8% | +102.6% | +73.2% |
| 5Y | +286.0% | -75.0% | +360.9% | +276.0% |
| All | +571.4% | -46.4% | +617.8% | +540.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling