+101.5%
CFG vs MKC
-33.2%
+134.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.7% | -4.3% | +7.0% | +3.6% |
| 30D | -3.7% | -2.0% | -1.7% | -3.4% |
| 3M | +9.5% | +10.0% | -0.5% | +7.1% |
| 6M | +22.2% | -18.5% | +40.8% | +27.2% |
| YTD | +22.3% | -22.4% | +44.7% | +28.2% |
| 1Y | +39.4% | -23.6% | +63.1% | +46.5% |
| 3Y | +188.5% | -30.4% | +218.9% | +206.7% |
| 5Y | +101.5% | -34.2% | +135.7% | +117.7% |
| All | +101.5% | -33.2% | +134.8% | +117.7% |
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