-50.5%
CPNG vs QSR
+40.5%
-91.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.7% |
| 7D | -1.1% | -4.0% | +2.9% | +1.4% |
| 30D | -7.4% | +2.8% | -10.1% | -9.0% |
| 3M | -12.3% | +5.1% | -17.4% | -15.7% |
| 6M | -19.4% | +8.8% | -28.2% | -24.0% |
| YTD | -35.9% | +14.8% | -50.7% | -41.9% |
| 1Y | -53.4% | +25.7% | -79.1% | -60.5% |
| 3Y | -20.0% | +27.5% | -47.5% | -37.8% |
| All | -50.5% | +40.5% | -91.0% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling