+160.1%
MS vs CPNG
-74.3%
+234.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -1.6% | +13.4% | -14.9% | -3.7% |
| 30D | -3.8% | +10.0% | -13.8% | -5.5% |
| 3M | -14.6% | -0.4% | -14.2% | -14.8% |
| 6M | -5.1% | -8.9% | +3.9% | -4.3% |
| YTD | +4.5% | -30.9% | +35.5% | +9.7% |
| 1Y | +13.5% | -43.8% | +57.4% | +23.4% |
| 3Y | +160.4% | -2.5% | +162.9% | +153.3% |
| 5Y | +112.9% | -45.6% | +158.4% | +107.5% |
| All | +160.1% | -74.3% | +234.5% | +150.6% |
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