+675.8%
KO vs CME
+7,387.0%
-6,711.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +0.4% | -2.9% | +3.3% | +1.0% |
| 30D | +1.5% | +5.5% | -4.0% | +0.4% |
| 3M | +11.8% | +11.0% | +0.8% | +9.3% |
| 6M | +16.2% | -9.7% | +25.9% | +18.3% |
| YTD | +28.1% | +4.9% | +23.2% | +26.3% |
| 1Y | +34.8% | +10.1% | +24.7% | +31.4% |
| 3Y | +65.5% | +53.5% | +12.0% | +50.1% |
| 5Y | +81.6% | +77.2% | +4.4% | +59.1% |
| 10Y | +176.7% | +282.1% | -105.4% | +108.8% |
| All | +675.8% | +7,387.0% | -6,711.2% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling