+210.2%
MS vs CPNG
-75.9%
+286.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +1.4% | -7.4% | +8.8% | +2.7% |
| 30D | -0.3% | -4.4% | +4.2% | +0.4% |
| 3M | +0.3% | -7.5% | +7.8% | +1.1% |
| 6M | +31.3% | -19.9% | +51.3% | +34.9% |
| YTD | +24.7% | -35.2% | +59.8% | +32.5% |
| 1Y | +47.9% | -46.8% | +94.7% | +62.3% |
| 3Y | +178.3% | -20.2% | +198.5% | +179.9% |
| 5Y | +144.9% | -48.4% | +193.3% | +141.1% |
| All | +210.2% | -75.9% | +286.2% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling