+362.4%
CFG vs MKC
+98.1%
+264.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.5% | -5.9% | +7.4% | +3.1% |
| 30D | -3.8% | -0.9% | -3.0% | -3.7% |
| 3M | +11.5% | +12.7% | -1.2% | +7.7% |
| 6M | +19.2% | -19.3% | +38.5% | +25.4% |
| YTD | +23.7% | -22.2% | +45.9% | +30.8% |
| 1Y | +38.8% | -23.3% | +62.2% | +47.1% |
| 3Y | +178.9% | -30.0% | +208.9% | +199.7% |
| 5Y | +101.8% | -33.8% | +135.5% | +117.1% |
| 10Y | +317.3% | +24.4% | +292.8% | +276.1% |
| All | +362.4% | +98.1% | +264.3% | +238.4% |
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