+27,226.3%
CSCO vs SBUX
+43,306.7%
-16,080.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -0.7% | -3.1% | +2.5% | +0.5% |
| 30D | -10.1% | -0.9% | -9.2% | -9.9% |
| 3M | -15.7% | +11.6% | -27.3% | -19.2% |
| 6M | +36.3% | +8.8% | +27.5% | +31.3% |
| YTD | +43.8% | +26.3% | +17.5% | +31.1% |
| 1Y | +63.9% | +23.1% | +40.8% | +49.9% |
| 3Y | +104.4% | +15.0% | +89.4% | +84.1% |
| 5Y | +111.4% | +0.4% | +111.0% | +96.0% |
| 10Y | +361.7% | +130.7% | +231.0% | +210.1% |
| All | +27,226.3% | +43,306.7% | -16,080.5% | +2,997.5% |
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