+4,235.9%
KO vs CNP
+1,826.3%
+2,409.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | +1.4% | -1.8% | +3.3% | +1.8% |
| 3M | +15.4% | -4.6% | +20.0% | +16.5% |
| 6M | +14.3% | -8.8% | +23.1% | +16.4% |
| YTD | +27.7% | +5.2% | +22.4% | +26.1% |
| 1Y | +32.7% | +8.3% | +24.4% | +30.3% |
| 3Y | +62.2% | +54.9% | +7.3% | +47.4% |
| 5Y | +80.0% | +73.5% | +6.5% | +59.6% |
| 10Y | +175.6% | +139.1% | +36.5% | +124.5% |
| All | +4,235.9% | +1,826.3% | +2,409.6% | +1,466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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