+143.5%
CVE vs MKC
+25.5%
+118.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +0.1% | -7.0% | +7.1% | +1.3% |
| 30D | -10.8% | +4.1% | -14.9% | -11.7% |
| 3M | -4.3% | -10.3% | +6.0% | -2.8% |
| 6M | -1.5% | +1.7% | -3.2% | -2.5% |
| YTD | +70.7% | -29.1% | +99.8% | +80.7% |
| 1Y | +58.1% | -26.0% | +84.1% | +65.7% |
| 3Y | +69.8% | -21.5% | +91.3% | +73.4% |
| 5Y | +148.9% | -35.0% | +184.0% | +161.6% |
| 10Y | +143.5% | +25.6% | +117.9% | +159.1% |
| All | +143.5% | +25.5% | +118.0% | +159.1% |
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