+63.1%
KO vs CART
+11.0%
+52.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -0.8% | -9.5% | +8.7% | -0.5% |
| 30D | +0.8% | -7.8% | +8.5% | +1.0% |
| 3M | +8.3% | +10.4% | -2.1% | +8.1% |
| 6M | +14.0% | +20.1% | -6.0% | +13.5% |
| YTD | +26.9% | +3.7% | +23.2% | +26.9% |
| 1Y | +32.7% | +2.6% | +30.1% | +32.6% |
| All | +63.1% | +11.0% | +52.0% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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