+7,256.1%
QLD vs CNP
+615.8%
+6,640.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.6% | -10.1% | -10.8% |
| 7D | -18.6% | -5.3% | -13.3% | -15.1% |
| 30D | -28.3% | +3.7% | -31.9% | -30.5% |
| 3M | -20.4% | -1.1% | -19.3% | -20.2% |
| 6M | -14.3% | -7.1% | -7.2% | -11.2% |
| YTD | +2.8% | +6.0% | -3.3% | -4.8% |
| 1Y | -1.2% | +5.2% | -6.4% | -8.2% |
| 3Y | +135.3% | +57.5% | +77.8% | +51.8% |
| 5Y | +62.6% | +70.0% | -7.5% | -1.2% |
| 10Y | +1,384.3% | +137.8% | +1,246.5% | +496.7% |
| All | +7,256.1% | +615.8% | +6,640.3% | +1,078.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling