+5.6%
CNC vs MCO
+28.6%
-23.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.1% |
| 7D | -0.9% | -3.8% | +2.8% | 0.0% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +4.5% | +7.7% | -3.2% | +2.2% |
| 6M | +85.2% | +7.0% | +78.2% | +80.9% |
| YTD | +61.4% | -6.4% | +67.8% | +63.1% |
| 1Y | +94.9% | -7.6% | +102.5% | +97.2% |
| 3Y | 0.0% | +43.2% | -43.2% | -11.7% |
| All | +5.6% | +28.6% | -23.1% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling