+58.1%
CVE vs MKC
-24.7%
+82.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +0.1% | -7.0% | +7.1% | -0.6% |
| 30D | -10.8% | +4.1% | -14.9% | -10.7% |
| 3M | -4.3% | -10.3% | +6.0% | -4.2% |
| 6M | -1.5% | +1.7% | -3.2% | -1.3% |
| YTD | +70.7% | -29.1% | +99.8% | +70.6% |
| 1Y | +58.1% | -26.0% | +84.1% | +60.4% |
| All | +58.1% | -24.7% | +82.8% | +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