+542.4%
KO vs CHRW
+4,244.2%
-3,701.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.1% |
| 7D | +0.4% | +1.9% | -1.5% | +0.1% |
| 30D | +1.5% | +0.9% | +0.6% | +1.3% |
| 3M | +11.8% | -19.9% | +31.7% | +14.8% |
| 6M | +16.2% | -15.8% | +32.0% | +18.1% |
| YTD | +28.1% | -5.6% | +33.7% | +27.3% |
| 1Y | +34.8% | +21.0% | +13.7% | +28.2% |
| 3Y | +65.5% | +86.0% | -20.6% | +44.5% |
| 5Y | +81.6% | +88.6% | -7.1% | +56.3% |
| 10Y | +176.7% | +169.3% | +7.4% | +121.2% |
| All | +542.4% | +4,244.2% | -3,701.8% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling