+112.0%
CF vs MKC
-32.7%
+144.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.9% |
| 7D | -3.2% | +2.3% | -5.5% | -3.4% |
| 30D | +4.3% | +8.1% | -3.8% | +3.6% |
| 3M | +2.8% | -6.4% | +9.2% | +3.2% |
| 6M | +0.6% | +1.8% | -1.2% | +0.1% |
| YTD | +56.6% | -26.9% | +83.5% | +61.6% |
| 1Y | +49.6% | -21.7% | +71.3% | +52.7% |
| 3Y | +61.5% | -18.7% | +80.2% | +61.7% |
| All | +112.0% | -32.7% | +144.7% | +137.1% |
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