+177.9%
KO vs CAG
-35.7%
+213.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | -1.1% | -5.9% | +4.8% | +0.6% |
| 30D | +1.6% | -1.5% | +3.1% | +1.9% |
| 3M | +5.8% | +11.5% | -5.7% | +2.4% |
| 6M | +14.3% | -15.7% | +30.0% | +19.1% |
| YTD | +27.3% | -10.2% | +37.5% | +30.0% |
| 1Y | +33.2% | -18.1% | +51.2% | +39.3% |
| 3Y | +64.5% | -39.4% | +103.9% | +85.4% |
| 5Y | +83.1% | -42.6% | +125.7% | +109.2% |
| All | +177.9% | -35.7% | +213.6% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling