+5,676.4%
CRM vs SBUX
+1,143.0%
+4,533.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.0% |
| 7D | -5.0% | -6.3% | +1.3% | -1.7% |
| 30D | +23.6% | -3.9% | +27.5% | +25.8% |
| 3M | +39.6% | +3.3% | +36.3% | +36.7% |
| 6M | +23.4% | +1.4% | +22.0% | +20.6% |
| YTD | -7.4% | +21.0% | -28.3% | -18.0% |
| 1Y | -2.3% | +22.4% | -24.7% | -14.8% |
| 3Y | +10.5% | +13.2% | -2.7% | -6.6% |
| 5Y | -4.7% | -5.2% | +0.4% | -12.5% |
| 10Y | +234.7% | +128.3% | +106.4% | +74.1% |
| All | +5,676.4% | +1,143.0% | +4,533.4% | +604.7% |
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