+142.3%
CI vs MCO
+385.7%
-243.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -1.3% | -7.3% | +6.0% | +1.6% |
| 30D | +3.1% | -1.7% | +4.8% | +3.7% |
| 3M | -4.5% | +3.9% | -8.4% | -6.4% |
| 6M | +8.3% | +3.8% | +4.4% | +5.7% |
| YTD | +3.8% | -7.9% | +11.7% | +5.6% |
| 1Y | -5.0% | -6.8% | +1.8% | -4.0% |
| 3Y | +5.8% | +40.9% | -35.2% | -13.7% |
| 5Y | +50.6% | +27.5% | +23.1% | +25.5% |
| All | +142.3% | +385.7% | -243.5% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling