-20.0%
CPNG vs MCO
+42.6%
-62.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.4% |
| 7D | -1.1% | -3.8% | +2.7% | +0.6% |
| 30D | -7.4% | -0.4% | -7.0% | -7.2% |
| 3M | -12.3% | +7.7% | -20.1% | -15.5% |
| 6M | -19.4% | +7.0% | -26.4% | -22.3% |
| YTD | -35.9% | -6.4% | -29.5% | -34.6% |
| 1Y | -53.4% | -7.6% | -45.8% | -52.3% |
| 3Y | -20.0% | +43.2% | -63.2% | -30.7% |
| All | -20.0% | +42.6% | -62.6% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling