+19,213.9%
CAT vs SBUX
+43,697.3%
-24,483.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -10.3% | +1.7% | -12.0% | -10.8% |
| 30D | -31.2% | +12.6% | -43.8% | -33.5% |
| 3M | -34.7% | +0.8% | -35.5% | -35.0% |
| 6M | -39.5% | +0.2% | -39.7% | -39.9% |
| YTD | -1.7% | +27.4% | -29.1% | -8.7% |
| 1Y | -1.1% | +31.5% | -32.6% | -9.2% |
| 3Y | +143.9% | +9.3% | +134.6% | +129.9% |
| 5Y | +194.8% | +1.5% | +193.3% | +179.4% |
| 10Y | +739.8% | +147.9% | +591.9% | +522.9% |
| All | +19,213.9% | +43,697.3% | -24,483.4% | +5,065.5% |
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