+64.9%
KO vs CEG
+717.3%
-652.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.8% |
| 7D | -1.8% | +8.0% | -9.8% | -1.7% |
| 30D | +1.4% | +12.9% | -11.5% | +1.5% |
| 3M | +15.4% | +13.2% | +2.2% | +15.5% |
| 6M | +14.3% | -7.0% | +21.3% | +14.4% |
| YTD | +27.7% | -15.0% | +42.7% | +27.8% |
| 1Y | +32.7% | -2.7% | +35.4% | +32.6% |
| 3Y | +62.2% | +184.1% | -121.9% | +46.7% |
| All | +64.9% | +717.3% | -652.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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