+83.1%
KO vs CSGP
-60.4%
+143.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.6% |
| 30D | +11.5% | +10.7% | +0.8% | +10.5% |
| 3M | +10.8% | +3.3% | +7.5% | +10.3% |
| 6M | +22.3% | -10.3% | +32.6% | +22.2% |
| YTD | +39.5% | -54.6% | +94.1% | +43.6% |
| 1Y | +42.2% | -54.6% | +96.9% | +46.4% |
| 3Y | +83.1% | -60.3% | +143.4% | +90.8% |
| All | +83.1% | -60.4% | +143.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling