-20.0%
CPNG vs MGY
+25.2%
-45.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | +3.5% | -4.7% | -1.6% |
| 30D | -7.4% | +5.3% | -12.6% | -8.2% |
| 3M | -12.3% | +2.6% | -15.0% | -12.9% |
| 6M | -19.4% | -3.3% | -16.2% | -19.3% |
| YTD | -35.9% | +29.2% | -65.1% | -39.8% |
| 1Y | -53.4% | +18.0% | -71.4% | -55.4% |
| 3Y | -20.0% | +30.0% | -50.0% | -31.5% |
| All | -20.0% | +25.2% | -45.2% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling