-46.8%
CPNG vs QSR
+33.2%
-80.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -7.4% | +2.4% | -9.9% | -8.1% |
| 30D | -4.4% | +7.6% | -12.1% | -6.6% |
| 3M | -7.5% | +12.6% | -20.1% | -11.6% |
| 6M | -19.9% | +14.4% | -34.3% | -21.9% |
| YTD | -35.2% | +19.6% | -54.8% | -37.2% |
| 1Y | -46.8% | +33.9% | -80.7% | -46.6% |
| All | -46.8% | +33.2% | -80.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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