+131.2%
MSFT vs CPNG
-76.1%
+207.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -1.3% | -6.8% | +5.5% | -0.1% |
| 30D | -1.8% | +5.5% | -7.3% | -2.7% |
| 3M | +5.6% | -6.8% | +12.4% | +6.7% |
| 6M | +29.8% | -4.8% | +34.6% | +29.9% |
| YTD | +9.0% | -35.6% | +44.6% | +15.6% |
| 1Y | +4.9% | -46.8% | +51.7% | +14.6% |
| 3Y | +46.2% | -0.8% | +47.0% | +42.6% |
| 5Y | +62.1% | -42.9% | +105.0% | +58.9% |
| All | +131.2% | -76.1% | +207.2% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling