-50.5%
CPNG vs MRSH
+18.2%
-68.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.1% | -4.8% | +3.6% | +1.5% |
| 30D | -7.4% | -6.3% | -1.0% | -4.0% |
| 3M | -12.3% | +5.8% | -18.2% | -15.8% |
| 6M | -19.4% | +2.8% | -22.2% | -21.9% |
| YTD | -35.9% | -3.1% | -32.8% | -36.2% |
| 1Y | -53.4% | -11.3% | -42.1% | -51.0% |
| 3Y | -20.0% | -5.0% | -15.0% | -24.0% |
| All | -50.5% | +18.2% | -68.7% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling