+316.4%
CFG vs MKC
+86.0%
+230.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.5% |
| 30D | +1.1% | +8.1% | -7.0% | -1.0% |
| 3M | -12.0% | -6.4% | -5.6% | -10.8% |
| 6M | -2.2% | +1.8% | -4.0% | -3.2% |
| YTD | +11.4% | -26.9% | +38.3% | +19.4% |
| 1Y | +27.8% | -21.7% | +49.6% | +34.3% |
| 3Y | +173.3% | -18.7% | +192.0% | +180.1% |
| 5Y | +62.4% | -32.8% | +95.3% | +73.2% |
| 10Y | +249.6% | +27.0% | +222.6% | +211.7% |
| All | +316.4% | +86.0% | +230.4% | +209.0% |
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