+130.9%
QQQM vs CPNG
-76.9%
+207.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.3% | -5.4% | +4.2% | -0.2% |
| 30D | -1.4% | -11.1% | +9.7% | +0.7% |
| 3M | +2.2% | -3.0% | +5.2% | +2.1% |
| 6M | +16.9% | -23.5% | +40.4% | +21.3% |
| YTD | +15.7% | -37.8% | +53.5% | +24.4% |
| 1Y | +22.7% | -54.3% | +77.0% | +39.8% |
| 3Y | +93.9% | -20.8% | +114.7% | +94.9% |
| 5Y | +94.6% | -51.1% | +145.6% | +92.1% |
| All | +130.9% | -76.9% | +207.8% | +130.6% |
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