+40.1%
MA vs CPNG
-19.7%
+59.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -1.8% | -6.3% | +4.5% | -1.1% |
| 30D | +1.4% | -8.7% | +10.2% | +2.4% |
| 3M | +17.7% | -2.4% | +20.2% | +17.6% |
| 6M | +9.7% | -22.3% | +32.0% | +12.1% |
| YTD | +0.5% | -37.2% | +37.7% | +5.3% |
| 1Y | -2.1% | -53.0% | +50.9% | +6.4% |
| 3Y | +40.1% | -20.0% | +60.1% | +41.6% |
| All | +40.1% | -19.7% | +59.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling