+1,502.1%
QLD vs CNP
+146.5%
+1,355.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.8% |
| 7D | +7.0% | +1.3% | +5.7% | +6.2% |
| 30D | -14.3% | +3.8% | -18.1% | -16.4% |
| 3M | -16.0% | +2.4% | -18.4% | -17.5% |
| 6M | -14.2% | -1.2% | -13.1% | -14.9% |
| YTD | +12.8% | +9.3% | +3.5% | +4.3% |
| 1Y | +14.1% | +6.4% | +7.6% | +7.1% |
| 3Y | +146.0% | +66.4% | +79.6% | +67.5% |
| 5Y | +82.0% | +75.7% | +6.3% | +20.8% |
| All | +1,502.1% | +146.5% | +1,355.7% | +660.6% |
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