-75.0%
QS vs CNI
+12.6%
-87.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.0% |
| 7D | -3.6% | -0.4% | -3.3% | -3.2% |
| 30D | -17.2% | -2.7% | -14.5% | -15.0% |
| 3M | -27.0% | +3.9% | -30.9% | -31.1% |
| 6M | -24.6% | +16.4% | -40.9% | -37.4% |
| YTD | -49.3% | +25.8% | -75.1% | -61.6% |
| 1Y | -40.3% | +32.4% | -72.7% | -57.2% |
| 3Y | -23.8% | +19.1% | -42.9% | -38.5% |
| All | -75.0% | +12.6% | -87.7% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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