+79.9%
KO vs CART
+39.2%
+40.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +0.2% | +1.5% | -1.3% | +0.2% |
| 30D | +9.1% | +22.4% | -13.3% | +8.5% |
| 3M | +11.0% | +16.5% | -5.5% | +10.5% |
| 6M | +24.0% | +44.9% | -20.9% | +22.9% |
| YTD | +40.0% | +30.0% | +10.1% | +39.2% |
| 1Y | +39.7% | +59.1% | -19.3% | +37.8% |
| 3Y | +84.8% | +138.8% | -54.0% | +74.7% |
| All | +79.9% | +39.2% | +40.7% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling