+81.6%
KO vs CPB
-41.1%
+122.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.6% |
| 7D | -1.1% | -5.4% | +4.3% | +0.5% |
| 30D | +1.6% | -7.8% | +9.4% | +3.8% |
| 3M | +5.8% | -6.9% | +12.7% | +7.5% |
| 6M | +14.3% | -12.2% | +26.5% | +18.0% |
| YTD | +27.3% | -21.1% | +48.4% | +35.4% |
| 1Y | +33.2% | -33.5% | +66.7% | +49.4% |
| 3Y | +64.5% | -43.2% | +107.6% | +92.0% |
| All | +81.6% | -41.1% | +122.8% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling