+39.4%
CFG vs MKC
-23.3%
+62.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | -4.3% | +7.0% | +2.8% |
| 30D | -3.7% | -2.0% | -1.7% | -3.6% |
| 3M | +9.5% | +10.0% | -0.5% | +9.3% |
| 6M | +22.2% | -18.5% | +40.8% | +21.2% |
| YTD | +22.3% | -22.4% | +44.7% | +20.4% |
| All | +39.4% | -23.3% | +62.8% | +37.8% |
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