+4,100.0%
CMG vs SBUX
+824.0%
+3,276.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.9% |
| 7D | -2.8% | -3.1% | +0.3% | -1.1% |
| 30D | +7.1% | -0.9% | +8.0% | +7.6% |
| 3M | +31.2% | +11.6% | +19.5% | +23.7% |
| 6M | +0.7% | +8.8% | -8.1% | -4.2% |
| YTD | -0.1% | +26.3% | -26.4% | -12.4% |
| 1Y | -10.7% | +23.1% | -33.9% | -20.8% |
| 3Y | -4.7% | +15.0% | -19.6% | -18.5% |
| 5Y | -3.8% | +0.4% | -4.1% | -13.0% |
| 10Y | +352.5% | +130.7% | +221.8% | +142.6% |
| All | +4,100.0% | +824.0% | +3,276.0% | +751.3% |
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