+599.3%
MU vs CPNG
-54.7%
+654.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | +2.0% | -5.4% | +7.4% | +3.4% |
| 30D | +12.5% | -11.1% | +23.6% | +15.6% |
| 3M | +9.6% | -3.0% | +12.6% | +7.5% |
| 6M | +142.6% | -23.5% | +166.1% | +151.6% |
| YTD | +242.7% | -37.8% | +280.5% | +295.3% |
| 1Y | +599.3% | -54.3% | +653.6% | +782.3% |
| All | +599.3% | -54.7% | +654.0% | +782.3% |
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