+125.0%
SBUX vs CAG
-35.7%
+160.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | -6.2% | -5.9% | -0.3% | -5.1% |
| 30D | -6.4% | -1.5% | -4.9% | -6.2% |
| 3M | +1.0% | +11.5% | -10.4% | -1.2% |
| 6M | -0.4% | -15.7% | +15.3% | +2.5% |
| YTD | +20.0% | -10.2% | +30.2% | +21.6% |
| 1Y | +22.8% | -18.1% | +40.8% | +26.5% |
| 3Y | +12.3% | -39.4% | +51.7% | +21.3% |
| 5Y | -6.4% | -42.6% | +36.2% | +1.9% |
| All | +125.0% | -35.7% | +160.7% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling