+83.1%
KO vs CPRT
-14.1%
+97.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.0% |
| 7D | -1.1% | -8.4% | +7.3% | +0.4% |
| 30D | +1.6% | +4.6% | -3.0% | +0.6% |
| 3M | +5.8% | -1.9% | +7.7% | +5.7% |
| 6M | +14.3% | -15.3% | +29.6% | +16.9% |
| YTD | +27.3% | -21.5% | +48.8% | +31.6% |
| 1Y | +33.2% | -36.6% | +69.8% | +43.1% |
| 3Y | +64.5% | -31.2% | +95.7% | +70.8% |
| 5Y | +83.1% | -14.1% | +97.2% | +72.6% |
| All | +83.1% | -14.1% | +97.2% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling