-51.2%
CPNG vs MSI
+97.7%
-148.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | 0.0% |
| 7D | -7.6% | -4.0% | -3.6% | -5.9% |
| 30D | -8.8% | -0.5% | -8.4% | -8.6% |
| 3M | -7.2% | +11.4% | -18.6% | -11.8% |
| 6M | -21.5% | +1.0% | -22.5% | -22.3% |
| YTD | -37.4% | +20.7% | -58.1% | -43.5% |
| 1Y | -54.3% | -2.7% | -51.7% | -54.1% |
| 3Y | -20.3% | +68.2% | -88.5% | -46.2% |
| 5Y | -51.2% | +100.0% | -151.2% | -74.1% |
| All | -51.2% | +97.7% | -148.9% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling