+173.3%
MS vs CPNG
-74.8%
+248.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -1.7% | -6.2% | +4.5% | -0.6% |
| 30D | +0.9% | +4.6% | -3.7% | 0.0% |
| 3M | -10.8% | -3.1% | -7.7% | -10.6% |
| 6M | +0.9% | -0.9% | +1.8% | +0.3% |
| YTD | +9.8% | -32.2% | +42.0% | +15.6% |
| 1Y | +17.1% | -44.2% | +61.3% | +27.4% |
| 3Y | +175.7% | +4.4% | +171.3% | +165.7% |
| 5Y | +125.9% | -45.2% | +171.1% | +120.5% |
| All | +173.3% | -74.8% | +248.1% | +164.1% |
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