+62.9%
KO vs CHRW
+87.9%
-24.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -1.1% | +4.4% | -5.5% | -1.1% |
| 30D | +1.6% | +5.5% | -3.9% | +1.5% |
| 3M | +5.8% | -17.3% | +23.0% | +5.9% |
| 6M | +14.3% | -12.7% | +26.9% | +14.2% |
| YTD | +27.3% | -4.1% | +31.4% | +26.7% |
| 1Y | +33.2% | +21.2% | +11.9% | +31.2% |
| All | +62.9% | +87.9% | -24.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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