-32.5%
CBRS vs MKC
+14.3%
-46.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.2% | +10.3% |
| 7D | +17.3% | -5.9% | +23.2% | +17.5% |
| 30D | -2.0% | -0.9% | -1.1% | -3.8% |
| 3M | -2.5% | +12.7% | -15.2% | -19.4% |
| All | -32.5% | +14.3% | -46.8% | -44.3% |
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 · Available span rolling