+91.3%
QQQ vs CPNG
-21.7%
+113.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.3% | -5.4% | +4.2% | -0.3% |
| 30D | -1.4% | -11.1% | +9.7% | +0.7% |
| 3M | +2.3% | -3.0% | +5.3% | +2.0% |
| 6M | +16.9% | -23.5% | +40.4% | +21.1% |
| YTD | +15.6% | -37.8% | +53.4% | +24.7% |
| 1Y | +22.6% | -54.3% | +77.0% | +41.0% |
| All | +91.3% | -21.7% | +113.0% | +97.8% |
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