+487.0%
CF vs MKC
+25.4%
+461.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.9% | -1.9% | +1.1% | -0.6% |
| 30D | +6.9% | +8.0% | -1.0% | +5.4% |
| 3M | +4.8% | -8.6% | +13.5% | +6.2% |
| 6M | +4.7% | +1.1% | +3.6% | +3.8% |
| YTD | +56.5% | -27.7% | +84.2% | +64.7% |
| 1Y | +48.4% | -23.7% | +72.1% | +54.3% |
| 3Y | +59.1% | -19.4% | +78.6% | +61.0% |
| 5Y | +109.5% | -33.3% | +142.9% | +119.5% |
| 10Y | +487.0% | +24.0% | +463.0% | +484.4% |
| All | +487.0% | +25.4% | +461.6% | +484.4% |
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