+1,350.3%
CRS vs MKC
-33.0%
+1,383.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | -6.8% | -1.5% | -5.3% | -6.6% |
| 30D | -16.1% | -3.1% | -13.0% | -15.9% |
| 3M | -21.2% | +5.2% | -26.4% | -22.0% |
| 6M | +8.7% | -12.8% | +21.5% | +11.0% |
| YTD | +41.0% | -23.3% | +64.3% | +47.0% |
| 1Y | +82.7% | -24.1% | +106.8% | +90.4% |
| 3Y | +604.8% | -32.1% | +636.9% | +650.8% |
| All | +1,350.3% | -33.0% | +1,383.3% | +1,501.8% |
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 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