+20,699.9%
CAT vs SBUX
+45,558.7%
-24,858.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | +0.2% | +1.6% | +1.8% |
| 30D | -24.6% | +19.1% | -43.6% | -28.2% |
| 3M | -28.5% | +3.6% | -32.1% | -29.3% |
| 6M | -34.8% | +5.1% | -39.9% | -36.1% |
| YTD | +5.9% | +32.9% | -27.0% | -2.8% |
| 1Y | +6.8% | +30.4% | -23.6% | -1.5% |
| 3Y | +161.1% | +13.0% | +148.1% | +144.0% |
| 5Y | +213.4% | +10.5% | +202.9% | +190.6% |
| 10Y | +700.3% | +152.8% | +547.6% | +490.7% |
| All | +20,699.9% | +45,558.7% | -24,858.8% | +5,403.5% |
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