+1,501.1%
QQQ vs CNP
+545.7%
+955.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.4% | +2.5% | +3.9% | +5.9% |
| 30D | -7.5% | +4.0% | -11.5% | -8.1% |
| 3M | -4.8% | +1.6% | -6.5% | -5.2% |
| 6M | -2.5% | -1.7% | -0.8% | -2.5% |
| YTD | +12.4% | +8.6% | +3.8% | +10.3% |
| 1Y | +11.3% | +5.8% | +5.5% | +9.7% |
| 3Y | +85.0% | +63.0% | +22.0% | +67.4% |
| 5Y | +79.6% | +74.7% | +5.0% | +60.4% |
| 10Y | +535.9% | +143.7% | +392.2% | +422.0% |
| All | +1,501.1% | +545.7% | +955.3% | +1,071.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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