+16.2%
MS vs CPNG
-44.6%
+60.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +0.8% | +7.2% | -6.4% | -0.4% |
| 30D | -0.7% | +3.2% | -3.9% | -1.3% |
| 3M | -12.4% | +0.9% | -13.2% | -12.7% |
| 6M | -1.7% | -3.8% | +2.1% | -1.8% |
| YTD | +8.0% | -30.8% | +38.8% | +13.9% |
| 1Y | +16.2% | -43.5% | +59.7% | +34.0% |
| All | +16.2% | -44.6% | +60.8% | +34.0% |
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