-70.2%
CPNG vs MCO
+67.8%
-138.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.4% |
| 7D | -5.4% | -7.3% | +1.9% | -0.5% |
| 30D | -11.1% | -1.7% | -9.4% | -10.1% |
| 3M | -3.0% | +3.9% | -6.9% | -6.3% |
| 6M | -23.5% | +3.8% | -27.3% | -26.3% |
| YTD | -37.8% | -7.9% | -29.9% | -35.6% |
| 1Y | -54.3% | -6.8% | -47.5% | -53.4% |
| 3Y | -20.8% | +40.9% | -61.7% | -44.5% |
| 5Y | -51.1% | +27.5% | -78.6% | -67.4% |
| All | -70.2% | +67.8% | -138.0% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling