+177.9%
KO vs CRL
+249.3%
-71.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -1.1% | -6.9% | +5.8% | -0.4% |
| 30D | +1.6% | -3.2% | +4.8% | +1.9% |
| 3M | +5.8% | +46.5% | -40.8% | +1.4% |
| 6M | +14.3% | +63.1% | -48.8% | +7.8% |
| YTD | +27.3% | +36.9% | -9.5% | +22.1% |
| 1Y | +33.2% | +78.1% | -44.9% | +23.3% |
| 3Y | +64.5% | +36.7% | +27.8% | +53.0% |
| 5Y | +83.1% | -38.1% | +121.2% | +94.9% |
| All | +177.9% | +249.3% | -71.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling