+5.2%
QLD vs CNP
+7.1%
-1.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +3.2% |
| 7D | -10.3% | -4.2% | -6.1% | -12.3% |
| 30D | -26.1% | +5.5% | -31.6% | -24.1% |
| 3M | -17.8% | +0.6% | -18.3% | -17.8% |
| 6M | -15.6% | -2.8% | -12.7% | -17.2% |
| YTD | +5.4% | +7.9% | -2.5% | +9.8% |
| 1Y | +5.2% | +6.7% | -1.4% | +10.5% |
| All | +5.2% | +7.1% | -1.9% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling