+132.2%
QQQ vs CPNG
-76.2%
+208.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | -1.2% | -7.4% | +6.1% | +0.1% |
| 3M | -0.2% | -12.3% | +12.1% | +1.8% |
| 6M | +17.9% | -19.4% | +37.4% | +21.2% |
| YTD | +16.6% | -35.9% | +52.6% | +24.9% |
| 1Y | +23.0% | -53.4% | +76.4% | +39.8% |
| 3Y | +92.9% | -20.0% | +112.9% | +93.6% |
| 5Y | +95.6% | -49.6% | +145.2% | +92.0% |
| All | +132.2% | -76.2% | +208.4% | +130.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling