-69.9%
CPNG vs QS
-89.7%
+19.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.5% |
| 7D | -6.3% | +2.2% | -8.5% | -6.7% |
| 30D | -8.7% | -8.1% | -0.7% | -7.4% |
| 3M | -2.4% | -27.0% | +24.6% | +2.4% |
| 6M | -22.3% | -16.4% | -5.9% | -21.4% |
| YTD | -37.2% | -46.4% | +9.1% | -31.2% |
| 1Y | -53.0% | -41.1% | -11.9% | -51.5% |
| 3Y | -20.0% | -18.6% | -1.4% | -35.6% |
| 5Y | -52.8% | -73.0% | +20.3% | -55.2% |
| All | -69.9% | -89.7% | +19.7% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling