+33.6%
KO vs CME
+9.2%
+24.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | +1.6% | +6.2% | -4.6% | +0.6% |
| 3M | +5.8% | +4.4% | +1.4% | +5.1% |
| 6M | +14.3% | -9.6% | +23.9% | +15.0% |
| YTD | +27.3% | +3.8% | +23.5% | +26.1% |
| All | +33.6% | +9.2% | +24.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling