-69.9%
CPNG vs QID
-87.3%
+17.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.0% |
| 7D | -6.3% | -2.7% | -3.5% | -7.6% |
| 30D | -8.7% | +1.8% | -10.5% | -7.9% |
| 3M | -2.4% | -2.2% | -0.3% | -2.4% |
| 6M | -22.3% | -32.1% | +9.8% | -35.1% |
| YTD | -37.2% | -28.6% | -8.6% | -45.5% |
| 1Y | -53.0% | -36.3% | -16.7% | -61.2% |
| 3Y | -20.0% | -74.4% | +54.4% | -56.9% |
| 5Y | -52.8% | -80.8% | +28.0% | -73.9% |
| All | -69.9% | -87.3% | +17.4% | -85.1% |
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