+57.1%
CVE vs MKC
-23.7%
+80.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | -10.1% | -1.9% | -8.1% | -10.1% |
| 30D | -12.1% | +8.0% | -20.1% | -11.9% |
| 3M | -1.9% | -8.6% | +6.8% | -1.5% |
| 6M | -1.8% | +1.1% | -2.9% | -1.5% |
| YTD | +65.8% | -27.7% | +93.5% | +67.1% |
| All | +57.1% | -23.7% | +80.8% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling