+152.2%
QLD vs CPNG
-0.3%
+152.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.7% | +0.9% |
| 7D | +12.5% | -6.9% | +19.4% | +15.3% |
| 30D | -15.7% | +1.1% | -16.8% | -16.2% |
| 3M | -11.9% | -6.3% | -5.6% | -10.3% |
| 6M | -10.3% | -3.8% | -6.4% | -10.7% |
| YTD | +15.6% | -35.2% | +50.8% | +32.4% |
| 1Y | +12.1% | -47.0% | +59.1% | +40.1% |
| All | +152.2% | -0.3% | +152.5% | +138.1% |
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 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