-20.0%
CPNG vs QSR
+25.8%
-45.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | -1.1% | -4.0% | +2.9% | +0.2% |
| 30D | -7.4% | +2.8% | -10.1% | -8.2% |
| 3M | -12.3% | +5.1% | -17.4% | -14.1% |
| 6M | -19.4% | +8.8% | -28.2% | -21.5% |
| YTD | -35.9% | +14.8% | -50.7% | -38.6% |
| 1Y | -53.4% | +25.7% | -79.1% | -56.8% |
| 3Y | -20.0% | +27.5% | -47.5% | -27.6% |
| All | -20.0% | +25.8% | -45.8% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling