-0.8%
MSFT vs CPNG
-45.9%
+45.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -2.7% | -7.4% | +4.8% | -1.1% |
| 30D | +2.7% | -4.4% | +7.1% | +3.6% |
| 3M | +17.0% | -7.5% | +24.5% | +18.1% |
| 6M | +23.8% | -19.9% | +43.8% | +27.9% |
| YTD | +4.0% | -35.2% | +39.2% | +12.0% |
| 1Y | -0.8% | -46.8% | +46.0% | +13.1% |
| All | -0.8% | -45.9% | +45.1% | +13.1% |
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 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