+135.5%
CVE vs MKC
+21.5%
+114.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -10.0% | -2.4% | -7.6% | -9.7% |
| 30D | -11.9% | +5.4% | -17.2% | -13.0% |
| 3M | -5.9% | -11.1% | +5.2% | -4.3% |
| 6M | -1.6% | -1.4% | -0.2% | -2.1% |
| YTD | +66.3% | -29.4% | +95.7% | +76.1% |
| 1Y | +57.5% | -24.7% | +82.2% | +64.4% |
| 3Y | +65.4% | -21.8% | +87.2% | +69.0% |
| 5Y | +144.2% | -36.0% | +180.2% | +157.5% |
| 10Y | +135.5% | +24.9% | +110.6% | +150.7% |
| All | +135.5% | +21.5% | +114.1% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling