-69.3%
CPNG vs MCO
+70.5%
-139.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.0% |
| 7D | -1.1% | -3.8% | +2.7% | +1.5% |
| 30D | -7.4% | -0.4% | -7.0% | -7.2% |
| 3M | -12.3% | +7.7% | -20.1% | -17.2% |
| 6M | -19.4% | +7.0% | -26.4% | -23.9% |
| YTD | -35.9% | -6.4% | -29.5% | -34.3% |
| 1Y | -53.4% | -7.6% | -45.8% | -52.1% |
| 3Y | -20.0% | +43.2% | -63.2% | -44.6% |
| 5Y | -49.6% | +29.6% | -79.1% | -66.7% |
| All | -69.3% | +70.5% | -139.8% | -78.1% |
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