+62.9%
KO vs CLBK
+52.3%
+10.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +1.6% | +4.5% | -3.0% | +1.4% |
| 3M | +5.8% | +22.8% | -17.0% | +4.8% |
| 6M | +14.3% | +43.4% | -29.2% | +12.6% |
| YTD | +27.3% | +64.1% | -36.8% | +24.7% |
| 1Y | +33.2% | +67.6% | -34.4% | +30.2% |
| All | +62.9% | +52.3% | +10.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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