+43.2%
KO vs CRS
-3.8%
+47.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +0.9% |
| 7D | +4.4% | +4.3% | +0.1% | +4.8% |
| 30D | +10.7% | -25.5% | +36.2% | +8.5% |
| 3M | +11.3% | -48.7% | +60.1% | +6.6% |
| 6M | +24.0% | -31.6% | +55.7% | +18.7% |
| YTD | +39.7% | -7.0% | +46.7% | +33.8% |
| 1Y | +43.2% | -4.5% | +47.7% | +37.2% |
| All | +43.2% | -3.8% | +47.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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