-69.3%
CPNG vs MCK
+394.3%
-463.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -1.1% | -2.9% | +1.8% | -1.3% |
| 30D | -7.4% | +0.4% | -7.8% | -7.3% |
| 3M | -12.3% | +12.1% | -24.4% | -11.7% |
| 6M | -19.4% | -5.4% | -14.0% | -20.1% |
| YTD | -35.9% | +7.8% | -43.7% | -35.3% |
| 1Y | -53.4% | +22.9% | -76.4% | -52.7% |
| 3Y | -20.0% | +110.7% | -130.7% | -15.5% |
| 5Y | -49.6% | +346.2% | -395.7% | -42.5% |
| All | -69.3% | +394.3% | -463.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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