+8,993.3%
CB vs MCO
+7,930.1%
+1,063.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | +7.3% | +9.8% | -2.5% | +3.8% |
| 3M | +9.4% | +4.3% | +5.1% | +7.6% |
| 6M | +19.6% | +16.5% | +3.2% | +12.8% |
| YTD | +21.5% | +0.1% | +21.3% | +19.6% |
| 1Y | +28.0% | +4.4% | +23.6% | +24.1% |
| 3Y | +74.9% | +51.6% | +23.3% | +46.2% |
| 5Y | +108.1% | +36.7% | +71.5% | +76.5% |
| 10Y | +251.8% | +455.7% | -203.9% | +78.3% |
| All | +8,993.3% | +7,930.1% | +1,063.2% | +1,663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling