+63.8%
KO vs CAG
-39.7%
+103.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.2% | -5.7% | +5.9% | +2.0% |
| 30D | +1.8% | -2.4% | +4.2% | +2.5% |
| 3M | +7.7% | +9.8% | -2.1% | +4.5% |
| 6M | +15.3% | -10.8% | +26.1% | +18.6% |
| YTD | +28.0% | -10.8% | +38.8% | +31.0% |
| 1Y | +34.3% | -19.0% | +53.2% | +41.3% |
| 3Y | +63.8% | -39.7% | +103.5% | +87.2% |
| All | +63.8% | -39.7% | +103.5% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling