+21.3%
CP vs MKC
-24.0%
+45.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.6% | -4.3% | +4.9% | +1.3% |
| 30D | -0.5% | -3.1% | +2.6% | -0.1% |
| 3M | +0.1% | +6.8% | -6.7% | -1.3% |
| 6M | +7.8% | -18.3% | +26.2% | +11.1% |
| YTD | +22.9% | -23.1% | +45.9% | +26.9% |
| 1Y | +21.3% | -23.7% | +45.0% | +25.3% |
| All | +21.3% | -24.0% | +45.3% | +25.3% |
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