+1,448.4%
QLD vs CNP
+143.5%
+1,304.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -3.8% | -3.0% | -0.8% | -2.0% |
| 30D | -20.5% | +6.8% | -27.4% | -23.7% |
| 3M | -14.6% | +3.6% | -18.3% | -16.7% |
| 6M | -14.7% | 0.0% | -14.6% | -15.9% |
| YTD | +11.2% | +9.4% | +1.8% | +2.8% |
| 1Y | +7.1% | +6.8% | +0.3% | +0.3% |
| 3Y | +141.1% | +64.2% | +76.9% | +65.8% |
| 5Y | +84.3% | +76.0% | +8.3% | +22.3% |
| All | +1,448.4% | +143.5% | +1,304.8% | +648.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling