+587.9%
CNP vs QID
-100.0%
+687.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.0% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | -4.6% | +3.7% | -8.4% | -3.4% |
| 6M | -8.8% | -29.9% | +21.0% | -16.2% |
| YTD | +5.2% | -28.8% | +34.0% | -2.7% |
| 1Y | +8.3% | -37.2% | +45.5% | -2.8% |
| 3Y | +54.9% | -73.7% | +128.6% | +14.0% |
| 5Y | +73.5% | -80.7% | +154.3% | +27.1% |
| 10Y | +139.1% | -99.1% | +238.2% | -18.2% |
| All | +587.9% | -100.0% | +687.8% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling