-33.5%
MKC vs CRL
-37.6%
+4.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -4.3% | -4.6% | +0.3% | -4.0% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +6.8% | +46.6% | -39.8% | +3.8% |
| 6M | -18.3% | +57.3% | -75.6% | -21.2% |
| YTD | -23.1% | +39.5% | -62.6% | -25.2% |
| 1Y | -23.7% | +76.9% | -100.5% | -27.4% |
| 3Y | -31.0% | +39.4% | -70.4% | -34.6% |
| 5Y | -33.5% | -37.2% | +3.6% | -34.8% |
| All | -33.5% | -37.6% | +4.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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