+208.1%
MS vs CPNG
-76.7%
+284.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.1% |
| 7D | +2.5% | -6.3% | +8.7% | +3.6% |
| 30D | 0.0% | -8.7% | +8.7% | +1.5% |
| 3M | +2.4% | -2.4% | +4.9% | +2.3% |
| 6M | +36.4% | -22.3% | +58.7% | +40.9% |
| YTD | +23.8% | -37.2% | +61.0% | +32.3% |
| 1Y | +48.6% | -53.0% | +101.6% | +66.8% |
| 3Y | +179.1% | -20.0% | +199.2% | +180.8% |
| 5Y | +144.8% | -52.8% | +197.6% | +142.9% |
| All | +208.1% | -76.7% | +284.8% | +202.3% |
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 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