+43.6%
CVE vs MKC
-21.6%
+65.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.4% |
| 7D | +2.5% | -5.9% | +8.4% | +2.1% |
| 30D | +16.7% | -0.9% | +17.6% | +16.9% |
| 3M | +9.3% | +12.7% | -3.5% | +11.1% |
| 6M | +43.6% | -19.3% | +62.9% | +43.0% |
| All | +43.6% | -21.6% | +65.2% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling