+14.7%
QLD vs CPNG
-45.7%
+60.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.0% | -10.1% | -1.1% |
| 7D | -9.4% | +20.8% | -30.2% | -13.8% |
| 30D | -17.1% | +20.1% | -37.1% | -21.0% |
| 3M | -10.4% | +1.6% | -12.0% | -11.1% |
| 6M | +0.7% | -15.8% | +16.6% | +3.2% |
| YTD | +17.7% | -27.7% | +45.5% | +25.6% |
| 1Y | +14.7% | -46.9% | +61.6% | +43.9% |
| All | +14.7% | -45.7% | +60.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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