+157.4%
QLD vs CPNG
-74.3%
+231.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -10.3% | +13.4% | -23.6% | -14.5% |
| 30D | -26.1% | +10.0% | -36.1% | -28.9% |
| 3M | -17.8% | -0.4% | -17.4% | -18.2% |
| 6M | -15.6% | -8.9% | -6.6% | -14.2% |
| YTD | +5.4% | -30.9% | +36.3% | +17.3% |
| 1Y | +5.2% | -43.8% | +49.1% | +26.7% |
| 3Y | +139.4% | -2.5% | +141.9% | +126.7% |
| 5Y | +66.7% | -45.6% | +112.3% | +64.6% |
| All | +157.4% | -74.3% | +231.7% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling