+130.8%
MSFT vs CPNG
-75.9%
+206.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.7% | +1.1% |
| 7D | -2.4% | -6.9% | +4.5% | -1.2% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +6.4% | -6.3% | +12.7% | +7.4% |
| 6M | +28.8% | -3.8% | +32.6% | +28.7% |
| YTD | +8.8% | -35.2% | +44.0% | +15.3% |
| 1Y | +3.2% | -47.0% | +50.1% | +12.7% |
| 3Y | +44.8% | -0.2% | +45.0% | +41.1% |
| 5Y | +61.8% | -42.5% | +104.3% | +58.4% |
| All | +130.8% | -75.9% | +206.7% | +125.1% |
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