-66.7%
CPNG vs MAS
+63.2%
-129.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.1% |
| 7D | +12.7% | +4.6% | +8.1% | +10.6% |
| 30D | +13.9% | +19.9% | -6.0% | +5.0% |
| 3M | +2.6% | +8.9% | -6.3% | -1.3% |
| 6M | -20.9% | +20.2% | -41.1% | -28.1% |
| YTD | -30.4% | +33.9% | -64.3% | -41.0% |
| 1Y | -45.7% | +34.7% | -80.3% | -54.2% |
| 3Y | -1.7% | +60.4% | -62.1% | -30.6% |
| 5Y | -45.1% | +43.5% | -88.6% | -63.7% |
| All | -66.7% | +63.2% | -129.9% | -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 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