-69.0%
CPNG vs MSCI
+48.0%
-117.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -7.4% | +0.4% | -7.8% | -7.7% |
| 30D | -4.4% | +0.6% | -5.0% | -4.9% |
| 3M | -7.5% | -7.1% | -0.4% | -4.4% |
| 6M | -19.9% | +0.8% | -20.8% | -21.9% |
| YTD | -35.2% | +1.0% | -36.2% | -37.3% |
| 1Y | -46.8% | +4.3% | -51.1% | -50.1% |
| 3Y | -20.2% | +9.9% | -30.1% | -31.6% |
| 5Y | -48.4% | -6.8% | -41.7% | -57.8% |
| All | -69.0% | +48.0% | -117.0% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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