+580.6%
CF vs MKC
+24.6%
+556.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.1% |
| 7D | +6.0% | -5.9% | +11.9% | +7.1% |
| 30D | +14.8% | -0.9% | +15.7% | +14.9% |
| 3M | +14.1% | +12.7% | +1.3% | +11.3% |
| 6M | +28.5% | -19.3% | +47.8% | +33.1% |
| YTD | +74.9% | -22.2% | +97.1% | +82.2% |
| 1Y | +61.7% | -23.3% | +85.0% | +68.7% |
| 3Y | +80.3% | -30.0% | +110.3% | +90.1% |
| 5Y | +226.0% | -33.8% | +259.7% | +245.0% |
| All | +580.6% | +24.6% | +556.0% | +564.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling