+5.2%
QLD vs CPNG
-45.2%
+50.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -10.3% | +13.4% | -23.6% | -13.1% |
| 30D | -26.1% | +10.0% | -36.1% | -27.8% |
| 3M | -17.8% | -0.4% | -17.4% | -17.8% |
| 6M | -15.6% | -8.9% | -6.6% | -14.6% |
| YTD | +5.4% | -30.9% | +36.3% | +14.5% |
| 1Y | +5.2% | -43.8% | +49.1% | +31.1% |
| All | +5.2% | -45.2% | +50.4% | +31.1% |
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