+132.6%
QQQ vs CPNG
-76.8%
+209.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.0% | -7.6% | +8.6% | +2.5% |
| 30D | -0.6% | -8.8% | +8.2% | +1.0% |
| 3M | +1.3% | -7.2% | +8.5% | +2.1% |
| 6M | +18.1% | -21.5% | +39.7% | +22.0% |
| YTD | +16.9% | -37.4% | +54.3% | +25.7% |
| 1Y | +24.0% | -54.3% | +78.3% | +41.5% |
| 3Y | +95.6% | -20.3% | +115.9% | +96.4% |
| 5Y | +94.5% | -51.2% | +145.7% | +91.9% |
| All | +132.6% | -76.8% | +209.4% | +132.2% |
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