+102.9%
KO vs CTAS
+115.9%
-12.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.7% | +2.0% | +1.8% | +3.1% |
| 30D | +8.1% | +8.7% | -0.6% | +5.4% |
| 3M | +14.2% | +13.3% | +0.9% | +9.9% |
| 6M | +25.2% | +39.4% | -14.2% | +13.0% |
| YTD | +44.7% | +21.5% | +23.2% | +35.8% |
| 1Y | +43.4% | +21.9% | +21.5% | +34.3% |
| 3Y | +90.1% | +73.6% | +16.4% | +54.6% |
| All | +102.9% | +115.9% | -12.9% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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