+52.8%
IONQ vs CNP
+73.6%
-20.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.7% | +21.7% | +22.9% |
| 7D | +8.6% | -4.2% | +12.8% | +10.1% |
| 30D | -21.1% | +5.5% | -26.6% | -22.4% |
| 3M | -17.9% | +0.6% | -18.4% | -18.0% |
| 6M | -37.9% | -2.8% | -35.1% | -37.8% |
| YTD | -27.3% | +7.9% | -35.2% | -30.9% |
| 1Y | -43.2% | +6.7% | -49.9% | -45.8% |
| 3Y | +191.0% | +61.1% | +129.9% | +128.2% |
| All | +52.8% | +73.6% | -20.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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