-69.0%
CPNG vs MAS
+41.6%
-110.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.2% |
| 7D | -7.4% | -0.8% | -6.7% | -7.2% |
| 30D | -4.4% | -5.6% | +1.1% | -2.0% |
| 3M | -7.5% | +4.4% | -11.9% | -10.2% |
| 6M | -19.9% | +7.2% | -27.1% | -24.0% |
| YTD | -35.2% | +16.1% | -51.3% | -41.4% |
| 1Y | -46.8% | +0.1% | -46.9% | -48.4% |
| 3Y | -20.2% | +28.3% | -48.5% | -36.6% |
| 5Y | -48.4% | +30.5% | -78.9% | -63.8% |
| All | -69.0% | +41.6% | -110.5% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling