-47.3%
QS vs CNI
+33.7%
-80.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.0% |
| 7D | -4.2% | +0.9% | -5.1% | -4.9% |
| 30D | -15.7% | -2.1% | -13.6% | -14.2% |
| 3M | -28.7% | +1.8% | -30.5% | -30.8% |
| 6M | -23.2% | +14.8% | -38.0% | -33.1% |
| YTD | -49.9% | +25.4% | -75.3% | -59.7% |
| 1Y | -38.8% | +32.9% | -71.7% | -53.1% |
| 3Y | -24.0% | +20.2% | -44.2% | -35.5% |
| 5Y | -75.6% | +12.2% | -87.8% | -77.7% |
| All | -47.3% | +33.7% | -80.9% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling