-46.9%
CPNG vs MKC
-18.2%
-28.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.4% | +6.5% | +11.2% |
| 7D | +20.8% | +9.6% | +11.2% | +19.7% |
| 30D | +20.1% | +12.0% | +8.0% | +18.8% |
| 3M | +1.6% | -2.0% | +3.6% | +1.4% |
| 6M | -15.8% | +7.2% | -23.0% | -16.6% |
| YTD | -27.7% | -23.7% | -4.0% | -30.6% |
| 1Y | -46.9% | -18.3% | -28.6% | -48.0% |
| All | -46.9% | -18.2% | -28.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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