+82.1%
QLD vs CNP
+74.5%
+7.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.7% |
| 7D | +7.0% | +1.3% | +5.7% | +6.4% |
| 30D | -14.3% | +3.8% | -18.1% | -15.9% |
| 3M | -16.0% | +2.4% | -18.4% | -17.1% |
| 6M | -14.2% | -1.2% | -13.1% | -14.8% |
| YTD | +12.8% | +9.3% | +3.5% | +5.0% |
| 1Y | +14.1% | +6.4% | +7.6% | +7.7% |
| 3Y | +146.0% | +66.4% | +79.6% | +63.7% |
| All | +82.1% | +74.5% | +7.6% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling