+171.6%
QLD vs CPNG
-74.3%
+245.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.8% | +7.2% | -11.0% | -6.3% |
| 30D | -20.5% | +3.2% | -23.8% | -21.6% |
| 3M | -14.6% | +0.9% | -15.5% | -15.4% |
| 6M | -14.7% | -3.8% | -10.8% | -15.0% |
| YTD | +11.2% | -30.8% | +42.0% | +23.7% |
| 1Y | +7.1% | -43.5% | +50.6% | +28.7% |
| 3Y | +141.1% | +6.6% | +134.5% | +121.3% |
| 5Y | +84.3% | -45.3% | +129.6% | +81.7% |
| All | +171.6% | -74.3% | +245.9% | +173.6% |
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