+83.1%
KO vs CCL
-2.4%
+85.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.1% | -4.3% | +3.2% | -0.9% |
| 30D | +1.6% | -19.0% | +20.5% | +2.4% |
| 3M | +5.8% | -13.1% | +18.8% | +6.2% |
| 6M | +14.3% | -13.3% | +27.6% | +14.6% |
| YTD | +27.3% | -25.2% | +52.6% | +28.3% |
| 1Y | +33.2% | -27.2% | +60.4% | +34.2% |
| 3Y | +64.5% | +49.2% | +15.2% | +58.4% |
| 5Y | +83.1% | +0.4% | +82.8% | +76.7% |
| All | +83.1% | -2.4% | +85.5% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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