+73.2%
CVE vs MKC
-29.9%
+103.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | +2.5% | -5.9% | +8.4% | +3.0% |
| 30D | +16.7% | -0.9% | +17.6% | +16.8% |
| 3M | +9.3% | +12.7% | -3.5% | +8.1% |
| 6M | +43.6% | -19.3% | +62.9% | +46.6% |
| YTD | +93.6% | -22.2% | +115.7% | +98.1% |
| 1Y | +98.8% | -23.3% | +122.1% | +103.7% |
| All | +73.2% | -29.9% | +103.0% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling