+5,967.0%
CF vs MKC
+385.4%
+5,581.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -2.9% |
| 7D | +6.0% | -5.9% | +11.9% | +8.3% |
| 30D | +14.8% | -0.9% | +15.7% | +15.0% |
| 3M | +14.1% | +12.7% | +1.3% | +8.4% |
| 6M | +28.5% | -19.3% | +47.8% | +37.2% |
| YTD | +74.9% | -22.2% | +97.1% | +88.6% |
| 1Y | +61.7% | -23.3% | +85.0% | +74.7% |
| 3Y | +80.3% | -30.0% | +110.3% | +97.2% |
| 5Y | +226.0% | -33.8% | +259.7% | +255.7% |
| 10Y | +569.9% | +24.4% | +545.4% | +375.3% |
| All | +5,967.0% | +385.4% | +5,581.6% | +1,485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling