+2.0%
MU vs CPNG
-4.8%
+6.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.1% | +14.0% | +12.2% |
| 7D | +2.0% | -6.2% | +8.2% | +3.4% |
| 30D | -18.0% | +4.6% | -22.6% | -18.3% |
| 3M | -6.6% | -3.1% | -3.5% | -5.2% |
| 6M | +2.0% | -0.9% | +2.9% | -3.6% |
| All | +2.0% | -4.8% | +6.9% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling