+4,210.3%
KO vs CAH
+14,635.5%
-10,425.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | -2.2% | +1.5% | -0.3% |
| 30D | +0.8% | +1.2% | -0.4% | +0.5% |
| 3M | +8.3% | +13.1% | -4.8% | +5.5% |
| 6M | +14.0% | +8.5% | +5.6% | +11.8% |
| YTD | +26.9% | +17.6% | +9.3% | +22.2% |
| 1Y | +32.7% | +60.7% | -28.0% | +19.3% |
| 3Y | +63.9% | +183.2% | -119.2% | +29.7% |
| 5Y | +81.7% | +402.2% | -320.5% | +26.2% |
| 10Y | +183.0% | +302.3% | -119.3% | +96.4% |
| All | +4,210.3% | +14,635.5% | -10,425.2% | +1,125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 all: compounded portfolio wealth divided by compounded CAH 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…
all analysis · Full analysis span regression · 6 months rolling