+55.6%
MA vs CPNG
-75.9%
+131.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.7% | -7.4% | +4.7% | -1.7% |
| 30D | +1.5% | -4.4% | +6.0% | +2.1% |
| 3M | +20.4% | -7.5% | +27.9% | +21.1% |
| 6M | +11.1% | -19.9% | +31.1% | +13.6% |
| YTD | +2.0% | -35.2% | +37.1% | +7.1% |
| 1Y | -2.2% | -46.8% | +44.6% | +5.5% |
| 3Y | +41.9% | -20.2% | +62.0% | +41.5% |
| 5Y | +75.4% | -48.4% | +123.8% | +71.2% |
| All | +55.6% | -75.9% | +131.5% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling