+44.7%
MS vs CPNG
-52.4%
+97.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.7% | -7.6% | +9.2% | +3.0% |
| 30D | 0.0% | -8.8% | +8.8% | +1.6% |
| 3M | +3.0% | -7.2% | +10.2% | +3.7% |
| 6M | +35.7% | -21.5% | +57.2% | +39.1% |
| YTD | +23.3% | -37.4% | +60.7% | +32.6% |
| 1Y | +44.7% | -54.3% | +99.0% | +68.9% |
| All | +44.7% | -52.4% | +97.1% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling