-66.9%
CPNG vs MAS
+60.7%
-127.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.1% |
| 7D | +13.4% | +2.4% | +11.0% | +12.4% |
| 30D | +10.0% | +19.8% | -9.8% | +1.5% |
| 3M | -0.4% | +9.8% | -10.2% | -4.5% |
| 6M | -8.9% | +15.8% | -24.7% | -15.7% |
| YTD | -30.9% | +31.8% | -62.8% | -41.0% |
| 1Y | -43.8% | +35.4% | -79.2% | -52.9% |
| 3Y | -2.5% | +59.2% | -61.7% | -31.0% |
| 5Y | -45.6% | +41.2% | -86.8% | -63.7% |
| All | -66.9% | +60.7% | -127.6% | -78.2% |
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