-46.9%
CPNG vs QS
-71.4%
+24.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.5% | +4.4% | +10.5% |
| 7D | +20.8% | +4.5% | +16.4% | +19.9% |
| 30D | +20.1% | -4.1% | +24.2% | +20.6% |
| 3M | +1.6% | -22.1% | +23.8% | +5.1% |
| 6M | -15.8% | -38.4% | +22.5% | -10.5% |
| YTD | -27.7% | -57.5% | +29.8% | -21.8% |
| 1Y | -46.9% | -71.3% | +24.4% | -41.6% |
| All | -46.9% | -71.4% | +24.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling