-20.0%
CPNG vs MRSH
-4.9%
-15.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.1% | -4.8% | +3.6% | -0.4% |
| 30D | -7.4% | -6.3% | -1.0% | -6.4% |
| 3M | -12.3% | +5.8% | -18.2% | -13.5% |
| 6M | -19.4% | +2.8% | -22.2% | -20.3% |
| YTD | -35.9% | -3.1% | -32.8% | -36.0% |
| 1Y | -53.4% | -11.3% | -42.1% | -52.5% |
| 3Y | -20.0% | -5.0% | -15.0% | -17.8% |
| All | -20.0% | -4.9% | -15.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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