+1,351.8%
QLD vs CNP
+138.0%
+1,213.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.5% |
| 7D | -10.3% | -4.2% | -6.1% | -7.9% |
| 30D | -26.1% | +5.5% | -31.6% | -28.5% |
| 3M | -17.8% | +0.6% | -18.3% | -18.3% |
| 6M | -15.6% | -2.8% | -12.7% | -15.4% |
| YTD | +5.4% | +7.9% | -2.5% | -1.7% |
| 1Y | +5.2% | +6.7% | -1.4% | -1.4% |
| 3Y | +139.4% | +61.1% | +78.3% | +66.6% |
| 5Y | +66.7% | +73.0% | -6.3% | +11.8% |
| All | +1,351.8% | +138.0% | +1,213.8% | +637.7% |
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