+135.5%
CVE vs MKC
-32.7%
+168.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -16.1% | +2.3% | -18.5% | -16.4% |
| 30D | -10.4% | +8.1% | -18.5% | -11.2% |
| 3M | -2.4% | -6.4% | +4.1% | -1.7% |
| 6M | -4.4% | +1.8% | -6.2% | -4.9% |
| YTD | +64.9% | -26.9% | +91.8% | +71.2% |
| 1Y | +66.0% | -21.7% | +87.7% | +70.4% |
| 3Y | +57.7% | -18.7% | +76.4% | +59.4% |
| All | +135.5% | -32.7% | +168.2% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling