-46.9%
CPNG vs MGY
+8.9%
-55.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -5.2% | +17.2% | +11.2% |
| 7D | +20.8% | -12.1% | +32.9% | +19.2% |
| 30D | +20.1% | -2.6% | +22.7% | +19.4% |
| 3M | +1.6% | -4.2% | +5.8% | +0.9% |
| 6M | -15.8% | -23.9% | +8.1% | -15.3% |
| YTD | -27.7% | +8.8% | -36.5% | -29.6% |
| 1Y | -46.9% | +9.5% | -56.4% | -48.5% |
| All | -46.9% | +8.9% | -55.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling