+65.3%
CF vs MKC
-21.5%
+86.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +10.4% | -7.0% | +17.4% | +10.4% |
| 30D | +7.6% | +4.1% | +3.5% | +7.4% |
| 3M | +5.2% | -10.3% | +15.5% | +5.1% |
| 6M | -0.1% | +1.7% | -1.8% | -0.2% |
| YTD | +61.7% | -29.1% | +90.8% | +64.0% |
| 1Y | +50.3% | -26.0% | +76.3% | +51.8% |
| All | +65.3% | -21.5% | +86.8% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling