+9.0%
MSFT vs CPNG
-45.7%
+54.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.0% | -5.3% | +3.9% |
| 7D | +4.7% | +20.8% | -16.2% | +0.2% |
| 30D | +5.8% | +20.1% | -14.2% | +1.3% |
| 3M | +13.0% | +1.6% | +11.4% | +12.1% |
| 6M | +34.9% | -15.8% | +50.8% | +38.4% |
| YTD | +15.7% | -27.7% | +43.4% | +22.1% |
| 1Y | +9.0% | -46.9% | +55.9% | +27.3% |
| All | +9.0% | -45.7% | +54.7% | +27.3% |
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