+38.8%
CFG vs MKC
-23.4%
+62.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.5% | -5.9% | +7.4% | +1.7% |
| 30D | -3.8% | -0.9% | -3.0% | -3.8% |
| 3M | +11.5% | +12.7% | -1.2% | +11.4% |
| 6M | +19.2% | -19.3% | +38.5% | +18.0% |
| YTD | +23.7% | -22.2% | +45.9% | +21.6% |
| 1Y | +38.8% | -23.3% | +62.2% | +36.6% |
| All | +38.8% | -23.4% | +62.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling