-6.1%
CI vs MCO
-7.2%
+1.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -1.3% | -7.3% | +6.0% | -0.5% |
| 30D | +3.1% | -1.7% | +4.8% | +3.4% |
| 3M | -4.5% | +3.9% | -8.4% | -5.3% |
| 6M | +8.3% | +3.8% | +4.4% | +7.3% |
| YTD | +3.8% | -7.9% | +11.7% | +5.0% |
| All | -6.1% | -7.2% | +1.1% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling