-53.4%
CPNG vs QS
-36.7%
-16.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.1% | +2.9% |
| 7D | -1.1% | -3.6% | +2.5% | -0.8% |
| 30D | -7.4% | -17.2% | +9.9% | -5.6% |
| 3M | -12.3% | -27.0% | +14.6% | -10.3% |
| 6M | -19.4% | -24.6% | +5.1% | -17.8% |
| YTD | -35.9% | -49.3% | +13.4% | -33.3% |
| 1Y | -53.4% | -40.3% | -13.1% | -51.2% |
| All | -53.4% | -36.7% | -16.7% | -51.2% |
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