-69.3%
CPNG vs MRSH
+65.3%
-134.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.1% | -4.8% | +3.6% | +1.3% |
| 30D | -7.4% | -6.3% | -1.0% | -4.3% |
| 3M | -12.3% | +5.8% | -18.2% | -15.5% |
| 6M | -19.4% | +2.8% | -22.2% | -21.7% |
| YTD | -35.9% | -3.1% | -32.8% | -36.1% |
| 1Y | -53.4% | -11.3% | -42.1% | -51.2% |
| 3Y | -20.0% | -5.0% | -15.0% | -23.1% |
| 5Y | -49.6% | +19.2% | -68.7% | -61.1% |
| All | -69.3% | +65.3% | -134.6% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling