-67.5%
CPNG vs MAS
+66.0%
-133.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.2% | -1.8% | -4.4% | -5.5% |
| 30D | +4.6% | +23.6% | -18.9% | -4.8% |
| 3M | -3.1% | +12.4% | -15.5% | -8.1% |
| 6M | -0.9% | +21.9% | -22.7% | -10.4% |
| YTD | -32.2% | +36.1% | -68.3% | -43.0% |
| 1Y | -44.2% | +39.5% | -83.7% | -53.8% |
| 3Y | +4.4% | +59.1% | -54.8% | -25.5% |
| 5Y | -45.2% | +44.4% | -89.6% | -64.1% |
| All | -67.5% | +66.0% | -133.5% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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