+467.4%
CF vs MKC
+24.9%
+442.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.0% |
| 7D | +4.8% | -2.4% | +7.2% | +5.1% |
| 30D | +9.7% | +5.4% | +4.3% | +8.5% |
| 3M | +1.2% | -11.1% | +12.4% | +3.0% |
| 6M | +7.4% | -1.4% | +8.8% | +6.9% |
| YTD | +60.5% | -29.4% | +90.0% | +69.7% |
| 1Y | +50.7% | -24.7% | +75.5% | +57.0% |
| 3Y | +64.8% | -21.8% | +86.6% | +67.6% |
| 5Y | +115.8% | -36.0% | +151.8% | +128.0% |
| All | +467.4% | +24.9% | +442.5% | +464.4% |
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