+9,501.6%
CRS vs MKC
+3,326.0%
+6,175.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | -6.8% | -1.5% | -5.3% | -6.4% |
| 30D | -16.1% | -3.1% | -13.0% | -15.5% |
| 3M | -21.2% | +5.2% | -26.4% | -22.7% |
| 6M | +8.7% | -12.8% | +21.5% | +11.6% |
| YTD | +41.0% | -23.3% | +64.3% | +49.3% |
| 1Y | +82.7% | -24.1% | +106.8% | +93.3% |
| 3Y | +604.8% | -32.1% | +636.9% | +657.3% |
| 5Y | +1,384.7% | -32.8% | +1,417.5% | +1,483.6% |
| 10Y | +1,362.3% | +29.9% | +1,332.5% | +1,163.1% |
| All | +9,501.6% | +3,326.0% | +6,175.6% | +5,243.9% |
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