+148.6%
CVE vs MKC
+25.8%
+122.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +5.9% | -3.0% | +8.9% | +6.5% |
| 30D | -10.9% | +4.8% | -15.7% | -11.9% |
| 3M | -4.5% | -12.8% | +8.3% | -2.5% |
| 6M | -1.0% | +5.0% | -6.0% | -2.7% |
| YTD | +74.7% | -29.1% | +103.8% | +84.9% |
| 1Y | +65.8% | -26.4% | +92.2% | +74.0% |
| 3Y | +73.2% | -21.6% | +94.8% | +76.9% |
| 5Y | +155.6% | -35.2% | +190.8% | +168.8% |
| All | +148.6% | +25.8% | +122.8% | +163.5% |
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