+184.2%
QLD vs CPNG
-74.8%
+259.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.4% |
| 7D | -1.2% | -6.2% | +5.0% | +1.3% |
| 30D | -15.7% | +4.6% | -20.4% | -17.3% |
| 3M | -10.0% | -3.1% | -6.9% | -9.5% |
| 6M | -11.2% | -0.9% | -10.4% | -12.5% |
| YTD | +16.4% | -32.2% | +48.6% | +30.4% |
| 1Y | +12.7% | -44.2% | +56.9% | +35.9% |
| 3Y | +152.3% | +4.4% | +147.9% | +133.3% |
| 5Y | +91.8% | -45.2% | +137.0% | +89.8% |
| All | +184.2% | -74.8% | +259.0% | +188.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling