-69.0%
CPNG vs MSI
+180.5%
-249.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -7.4% | -3.7% | -3.8% | -6.0% |
| 30D | -4.4% | +6.8% | -11.3% | -7.1% |
| 3M | -7.5% | +14.3% | -21.8% | -12.7% |
| 6M | -19.9% | -1.6% | -18.4% | -19.8% |
| YTD | -35.2% | +22.8% | -58.0% | -41.5% |
| 1Y | -46.8% | -1.1% | -45.7% | -46.9% |
| 3Y | -20.2% | +70.5% | -90.6% | -44.2% |
| 5Y | -48.4% | +102.8% | -151.2% | -70.6% |
| All | -69.0% | +180.5% | -249.5% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling