+74.9%
CB vs MCO
+51.9%
+22.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +7.3% | +9.8% | -2.5% | +5.3% |
| 3M | +9.4% | +4.3% | +5.1% | +8.4% |
| 6M | +19.6% | +16.5% | +3.2% | +15.6% |
| YTD | +21.5% | +0.1% | +21.3% | +21.0% |
| 1Y | +28.0% | +4.4% | +23.6% | +26.0% |
| 3Y | +74.9% | +51.6% | +23.3% | +59.3% |
| All | +74.9% | +51.9% | +22.9% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling