+1,631.1%
QLD vs CNP
+137.5%
+1,493.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +0.6% | +1.1% | -0.5% | -0.1% |
| 30D | -0.1% | -1.8% | +1.7% | +0.8% |
| 3M | -8.4% | -4.6% | -3.7% | -6.8% |
| 6M | +32.2% | -8.8% | +41.1% | +37.5% |
| YTD | +28.9% | +5.2% | +23.7% | +22.3% |
| 1Y | +43.8% | +8.3% | +35.5% | +33.4% |
| 3Y | +176.6% | +54.9% | +121.7% | +97.3% |
| 5Y | +121.6% | +73.5% | +48.1% | +48.1% |
| All | +1,631.1% | +137.5% | +1,493.5% | +758.3% |
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