-2.5%
CPNG vs MAS
+58.1%
-60.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +13.4% | +2.0% | +11.4% | +12.9% |
| 30D | +10.0% | +19.4% | -9.4% | +5.2% |
| 3M | -0.4% | +9.4% | -9.8% | -2.7% |
| 6M | -8.9% | +15.3% | -24.3% | -12.7% |
| YTD | -30.9% | +31.3% | -62.3% | -36.6% |
| 1Y | -43.8% | +34.9% | -78.7% | -48.9% |
| 3Y | -2.5% | +58.6% | -61.1% | -19.3% |
| All | -2.5% | +58.1% | -60.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling