-69.3%
CPNG vs QID
-87.2%
+17.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.8% | +2.2% |
| 7D | -1.1% | +1.3% | -2.4% | -0.4% |
| 30D | -7.4% | +2.9% | -10.3% | -5.9% |
| 3M | -12.3% | -0.7% | -11.6% | -12.1% |
| 6M | -19.4% | -29.7% | +10.2% | -31.3% |
| YTD | -35.9% | -27.9% | -8.0% | -44.1% |
| 1Y | -53.4% | -34.6% | -18.8% | -61.0% |
| 3Y | -20.0% | -73.5% | +53.5% | -55.9% |
| 5Y | -49.6% | -81.0% | +31.4% | -72.3% |
| All | -69.3% | -87.2% | +17.9% | -84.7% |
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