-69.3%
CPNG vs MKSI
+67.7%
-137.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.4% |
| 7D | -1.1% | +2.7% | -3.8% | -1.9% |
| 30D | -7.4% | -12.8% | +5.4% | -4.0% |
| 3M | -12.3% | -22.5% | +10.2% | -8.7% |
| 6M | -19.4% | +19.4% | -38.8% | -28.0% |
| YTD | -35.9% | +67.7% | -103.6% | -49.7% |
| 1Y | -53.4% | +131.4% | -184.8% | -68.1% |
| 3Y | -20.0% | +197.3% | -217.3% | -56.3% |
| 5Y | -49.6% | +87.0% | -136.5% | -67.7% |
| All | -69.3% | +67.7% | -137.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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