-70.2%
CPNG vs QSR
+46.3%
-116.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -5.4% | -4.7% | -0.7% | -2.8% |
| 30D | -11.1% | +4.3% | -15.4% | -13.3% |
| 3M | -3.0% | +5.4% | -8.4% | -6.6% |
| 6M | -23.5% | +8.2% | -31.7% | -27.2% |
| YTD | -37.8% | +14.1% | -51.9% | -42.9% |
| 1Y | -54.3% | +28.1% | -82.4% | -61.2% |
| 3Y | -20.8% | +25.3% | -46.1% | -35.4% |
| 5Y | -51.1% | +40.4% | -91.5% | -69.5% |
| All | -70.2% | +46.3% | -116.5% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling