+27,974.1%
CAT vs SBUX
+43,306.7%
-15,332.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.7% | -3.1% | +4.8% | +2.6% |
| 30D | -6.6% | -0.9% | -5.7% | -6.3% |
| 3M | -13.3% | +11.6% | -24.9% | -16.1% |
| 6M | +11.6% | +8.8% | +2.8% | +8.5% |
| YTD | +42.9% | +26.3% | +16.6% | +33.3% |
| 1Y | +95.4% | +23.1% | +72.3% | +83.0% |
| 3Y | +196.6% | +15.0% | +181.6% | +176.2% |
| 5Y | +321.7% | +0.4% | +321.3% | +301.4% |
| 10Y | +1,140.8% | +130.7% | +1,010.1% | +839.4% |
| All | +27,974.1% | +43,306.7% | -15,332.6% | +7,446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 all: compounded portfolio wealth divided by compounded SBUX 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…
all analysis · Full analysis span regression · 6 months rolling