+32.7%
KO vs CPRT
-31.2%
+63.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -1.8% | +2.2% | -4.0% | -2.1% |
| 30D | +1.4% | +16.6% | -15.2% | -0.8% |
| 3M | +15.4% | +9.6% | +5.8% | +13.1% |
| 6M | +14.3% | -11.1% | +25.4% | +13.1% |
| YTD | +27.7% | -13.9% | +41.5% | +26.2% |
| 1Y | +32.7% | -32.5% | +65.2% | +39.2% |
| All | +32.7% | -31.2% | +63.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling