+34.3%
KO vs CPRT
-38.3%
+72.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | +0.2% | -11.2% | +11.4% | +1.9% |
| 30D | +1.8% | +3.3% | -1.5% | +1.2% |
| 3M | +7.7% | -3.6% | +11.2% | +7.2% |
| 6M | +15.3% | -15.8% | +31.0% | +15.6% |
| YTD | +28.0% | -23.5% | +51.5% | +28.6% |
| 1Y | +34.3% | -38.8% | +73.0% | +43.9% |
| All | +34.3% | -38.3% | +72.6% | +43.9% |
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