-46.9%
CPNG vs MCO
+9.9%
-56.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.1% | +10.1% |
| 7D | +20.8% | +10.7% | +10.1% | +16.8% |
| 30D | +20.1% | +17.9% | +2.2% | +13.6% |
| 3M | +1.6% | +9.5% | -7.9% | -1.6% |
| 6M | -15.8% | +18.1% | -33.9% | -20.6% |
| YTD | -27.7% | +4.1% | -31.8% | -30.3% |
| 1Y | -46.9% | +9.3% | -56.3% | -49.7% |
| All | -46.9% | +9.9% | -56.8% | -49.7% |
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