-69.9%
CPNG vs MKC
-31.6%
-38.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -6.3% | -4.3% | -1.9% | -5.8% |
| 30D | -8.7% | -2.0% | -6.7% | -8.5% |
| 3M | -2.4% | +10.0% | -12.4% | -3.7% |
| 6M | -22.3% | -18.5% | -3.8% | -20.7% |
| YTD | -37.2% | -22.4% | -14.8% | -35.6% |
| 1Y | -53.0% | -23.6% | -29.4% | -51.7% |
| 3Y | -20.0% | -30.4% | +10.4% | -16.7% |
| 5Y | -52.8% | -34.2% | -18.6% | -53.0% |
| All | -69.9% | -31.6% | -38.3% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling