+90.1%
KO vs CFG
+191.5%
-101.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.9% |
| 7D | +3.7% | +3.2% | +0.5% | +3.7% |
| 30D | +8.1% | +5.1% | +3.0% | +8.1% |
| 3M | +14.2% | -11.2% | +25.4% | +14.2% |
| 6M | +25.2% | +9.6% | +15.6% | +25.3% |
| YTD | +44.7% | +15.0% | +29.8% | +44.8% |
| 1Y | +43.4% | +29.9% | +13.5% | +43.4% |
| 3Y | +90.1% | +192.1% | -102.0% | +91.3% |
| All | +90.1% | +191.5% | -101.5% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling