+146.0%
QLD vs CPNG
-1.0%
+146.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +7.0% | -6.8% | +13.8% | +9.7% |
| 30D | -14.3% | +5.5% | -19.8% | -16.1% |
| 3M | -16.0% | -6.8% | -9.2% | -14.3% |
| 6M | -14.2% | -4.8% | -9.4% | -14.3% |
| YTD | +12.8% | -35.6% | +48.4% | +29.5% |
| 1Y | +14.1% | -46.8% | +60.8% | +42.1% |
| 3Y | +146.0% | -0.8% | +146.7% | +132.8% |
| All | +146.0% | -1.0% | +146.9% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling