+89.9%
CVE vs MKC
+306.9%
-217.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.0% |
| 7D | +2.5% | -5.9% | +8.4% | +4.3% |
| 30D | +16.7% | -0.9% | +17.6% | +17.0% |
| 3M | +9.3% | +12.7% | -3.5% | +4.9% |
| 6M | +43.6% | -19.3% | +62.9% | +52.0% |
| YTD | +93.6% | -22.2% | +115.7% | +106.6% |
| 1Y | +98.8% | -23.3% | +122.1% | +112.3% |
| 3Y | +73.6% | -30.0% | +103.6% | +87.9% |
| 5Y | +312.5% | -33.8% | +346.2% | +345.2% |
| 10Y | +161.0% | +24.4% | +136.6% | +100.9% |
| All | +89.9% | +306.9% | -217.0% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling