+81.6%
KO vs CLBK
+43.6%
+38.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | +5.8% | +22.8% | -17.0% | +4.3% |
| 6M | +14.3% | +43.4% | -29.2% | +11.6% |
| YTD | +27.3% | +64.1% | -36.8% | +23.2% |
| 1Y | +33.2% | +67.6% | -34.4% | +28.6% |
| 3Y | +64.5% | +53.3% | +11.2% | +58.6% |
| All | +81.6% | +43.6% | +38.0% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling