+159.8%
CVE vs MKC
+26.1%
+133.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | +0.2% | -4.3% | +4.5% | +1.0% |
| 30D | +17.5% | -2.0% | +19.5% | +17.9% |
| 3M | +16.2% | +10.0% | +6.2% | +13.8% |
| 6M | +47.8% | -18.5% | +66.3% | +53.1% |
| YTD | +98.5% | -22.4% | +120.9% | +107.4% |
| 1Y | +109.8% | -23.6% | +133.4% | +119.4% |
| 3Y | +75.5% | -30.4% | +105.9% | +85.6% |
| 5Y | +341.6% | -34.2% | +375.8% | +367.3% |
| 10Y | +159.8% | +26.8% | +133.0% | +167.7% |
| All | +159.8% | +26.1% | +133.7% | +167.7% |
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