-70.2%
CPNG vs MSI
+178.0%
-248.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -5.4% | -1.8% | -3.6% | -4.7% |
| 30D | -11.1% | -0.6% | -10.5% | -10.8% |
| 3M | -3.0% | +13.0% | -16.0% | -8.0% |
| 6M | -23.5% | +0.5% | -24.0% | -24.0% |
| YTD | -37.8% | +21.7% | -59.5% | -43.7% |
| 1Y | -54.3% | -2.6% | -51.7% | -54.1% |
| 3Y | -20.8% | +69.7% | -90.4% | -44.6% |
| 5Y | -51.1% | +102.8% | -153.9% | -72.0% |
| All | -70.2% | +178.0% | -248.2% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling