+132.5%
CNP vs QID
-99.2%
+231.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.2% |
| 30D | -2.9% | +2.9% | -5.9% | -2.3% |
| 3M | -7.5% | -0.7% | -6.8% | -7.4% |
| 6M | -7.9% | -29.7% | +21.8% | -13.7% |
| YTD | +3.7% | -27.9% | +31.6% | -2.2% |
| 1Y | +4.6% | -34.6% | +39.2% | -3.2% |
| 3Y | +49.1% | -73.5% | +122.7% | +15.9% |
| 5Y | +69.2% | -81.0% | +150.2% | +31.0% |
| All | +132.5% | -99.2% | +231.6% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling