+174.9%
QLD vs CPNG
-74.1%
+249.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | -1.4% | +11.7% | -13.1% | -5.5% |
| 30D | -19.6% | +3.8% | -23.4% | -20.8% |
| 3M | -14.1% | +1.2% | -15.3% | -15.0% |
| 6M | -13.6% | -3.3% | -10.3% | -14.1% |
| YTD | +12.5% | -30.4% | +42.9% | +24.9% |
| 1Y | +13.1% | -43.1% | +56.3% | +35.6% |
| 3Y | +154.7% | +8.2% | +146.5% | +132.5% |
| 5Y | +81.1% | -44.7% | +125.8% | +78.0% |
| All | +174.9% | -74.1% | +249.0% | +176.4% |
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