+67.5%
MA vs CPNG
-53.2%
+120.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -1.8% | -6.3% | +4.5% | -0.8% |
| 30D | +1.4% | -8.7% | +10.2% | +2.8% |
| 3M | +17.7% | -2.4% | +20.2% | +17.6% |
| 6M | +9.7% | -22.3% | +32.0% | +12.8% |
| YTD | +0.5% | -37.2% | +37.7% | +6.6% |
| 1Y | -2.1% | -53.0% | +50.9% | +8.7% |
| 3Y | +40.1% | -20.0% | +60.1% | +39.3% |
| 5Y | +67.5% | -52.8% | +120.3% | +70.4% |
| All | +67.5% | -53.2% | +120.7% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling