+62.4%
KO vs CPB
-40.6%
+103.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -0.8% | -8.0% | +7.2% | +1.2% |
| 30D | +0.8% | -2.4% | +3.2% | +1.2% |
| 3M | +8.3% | +0.5% | +7.8% | +7.9% |
| 6M | +14.0% | -10.5% | +24.5% | +16.7% |
| YTD | +26.9% | -17.5% | +44.4% | +32.2% |
| 1Y | +32.7% | -31.0% | +63.7% | +44.9% |
| All | +62.4% | -40.6% | +103.0% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling