+208.5%
CFG vs MKC
+25.8%
+182.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +3.2% | -3.0% | +6.2% | +4.0% |
| 30D | +5.1% | +4.8% | +0.3% | +3.8% |
| 3M | -11.2% | -12.8% | +1.6% | -8.4% |
| 6M | +9.6% | +5.0% | +4.5% | +7.5% |
| YTD | +15.0% | -29.1% | +44.0% | +24.2% |
| 1Y | +29.9% | -26.4% | +56.3% | +38.7% |
| 3Y | +192.1% | -21.6% | +213.7% | +201.9% |
| 5Y | +62.3% | -35.2% | +97.5% | +74.6% |
| All | +208.5% | +25.8% | +182.7% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling