+173.3%
MS vs CPNG
-76.1%
+249.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | +5.1% | -6.8% | +11.8% | +6.4% |
| 30D | +5.7% | +5.5% | +0.2% | +4.6% |
| 3M | -12.2% | -6.8% | -5.4% | -11.3% |
| 6M | -0.5% | -4.8% | +4.3% | -0.4% |
| YTD | +9.8% | -35.6% | +45.4% | +16.7% |
| 1Y | +17.7% | -46.8% | +64.5% | +29.1% |
| 3Y | +176.8% | -0.8% | +177.6% | +169.1% |
| 5Y | +123.7% | -42.9% | +166.6% | +119.2% |
| All | +173.3% | -76.1% | +249.4% | +166.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling