+154.7%
QLD vs CNP
+63.4%
+91.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.8% |
| 7D | -1.4% | -4.3% | +2.9% | -1.6% |
| 30D | -19.6% | +5.7% | -25.3% | -19.6% |
| 3M | -14.1% | +0.9% | -15.1% | -14.2% |
| 6M | -13.6% | -1.1% | -12.6% | -14.0% |
| YTD | +12.5% | +8.3% | +4.3% | +10.5% |
| 1Y | +13.1% | +5.9% | +7.2% | +11.5% |
| 3Y | +154.7% | +64.6% | +90.1% | +125.2% |
| All | +154.7% | +63.4% | +91.3% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling