-46.0%
CPNG vs MAS
+39.9%
-85.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -6.8% | +3.0% | -9.7% | -8.1% |
| 30D | +5.5% | +22.4% | -16.9% | -4.4% |
| 3M | -6.8% | +14.5% | -21.2% | -12.7% |
| 6M | -4.8% | +27.1% | -32.0% | -16.5% |
| YTD | -35.6% | +35.8% | -71.4% | -46.7% |
| 1Y | -46.8% | +39.4% | -86.2% | -56.8% |
| 3Y | -0.8% | +60.3% | -61.0% | -33.2% |
| All | -46.0% | +39.9% | -85.9% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling