+61.5%
CF vs MKC
-18.6%
+80.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.7% |
| 7D | -3.2% | +2.3% | -5.5% | -3.2% |
| 30D | +4.3% | +8.1% | -3.8% | +4.2% |
| 3M | +2.8% | -6.4% | +9.2% | +2.7% |
| 6M | +0.6% | +1.8% | -1.2% | +0.5% |
| YTD | +56.6% | -26.9% | +83.5% | +58.9% |
| 1Y | +49.6% | -21.7% | +71.3% | +50.7% |
| 3Y | +61.5% | -18.7% | +80.2% | +57.2% |
| All | +61.5% | -18.6% | +80.1% | +57.2% |
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