+33.6%
KO vs CAG
-18.2%
+51.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | -1.1% | -5.9% | +4.8% | +0.5% |
| 30D | +1.6% | -1.5% | +3.1% | +1.9% |
| 3M | +5.8% | +11.5% | -5.7% | +2.7% |
| 6M | +14.3% | -15.7% | +30.0% | +18.7% |
| YTD | +27.3% | -10.2% | +37.5% | +28.8% |
| All | +33.6% | -18.2% | +51.8% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling