+220.7%
CF vs MKC
-33.7%
+254.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.2% |
| 7D | +6.0% | -5.9% | +11.9% | +6.5% |
| 30D | +14.8% | -0.9% | +15.7% | +14.8% |
| 3M | +14.1% | +12.7% | +1.3% | +12.8% |
| 6M | +28.5% | -19.3% | +47.8% | +31.5% |
| YTD | +74.9% | -22.2% | +97.1% | +79.5% |
| 1Y | +61.7% | -23.3% | +85.0% | +66.1% |
| 3Y | +80.3% | -30.0% | +110.3% | +87.6% |
| All | +220.7% | -33.7% | +254.4% | +265.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling