-35.0%
MKC vs CRL
-12.2%
-22.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -7.0% | +5.0% | -12.0% | -7.3% |
| 30D | +4.1% | +13.5% | -9.4% | +2.9% |
| 3M | -10.3% | +21.5% | -31.8% | -11.8% |
| 6M | +1.7% | +103.4% | -101.7% | -3.8% |
| YTD | -29.1% | +71.8% | -100.9% | -32.3% |
| 1Y | -26.0% | +97.5% | -123.5% | -30.2% |
| 3Y | -21.5% | +99.2% | -120.7% | -28.0% |
| 5Y | -35.0% | -12.1% | -22.9% | -38.3% |
| All | -35.0% | -12.2% | -22.9% | -38.3% |
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