+688.5%
KO vs CMG
+3,914.4%
-3,226.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -3.8% | +2.7% | -0.7% |
| 30D | +1.6% | +12.9% | -11.3% | +0.1% |
| 3M | +5.8% | +18.8% | -13.0% | +3.4% |
| 6M | +14.3% | +4.1% | +10.2% | +13.2% |
| YTD | +27.3% | -2.4% | +29.7% | +26.9% |
| 1Y | +33.2% | -6.7% | +39.8% | +32.8% |
| 3Y | +64.5% | -7.1% | +71.6% | +62.1% |
| 5Y | +83.1% | -5.0% | +88.1% | +77.6% |
| 10Y | +183.9% | +323.5% | -139.6% | +123.1% |
| All | +688.5% | +3,914.4% | -3,226.0% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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