+168.2%
MS vs CPNG
-74.1%
+242.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +0.7% | +11.7% | -11.0% | -1.2% |
| 30D | -0.9% | +3.8% | -4.7% | -1.7% |
| 3M | -13.0% | +1.2% | -14.2% | -13.4% |
| 6M | -2.0% | -3.3% | +1.3% | -2.2% |
| YTD | +7.8% | -30.4% | +38.2% | +13.0% |
| 1Y | +17.9% | -43.1% | +61.0% | +27.8% |
| 3Y | +174.8% | +8.2% | +166.5% | +163.2% |
| 5Y | +119.9% | -44.7% | +164.6% | +113.9% |
| All | +168.2% | -74.1% | +242.4% | +158.1% |
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 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