-6.4%
SBUX vs CAH
+392.8%
-399.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.4% |
| 7D | -6.2% | -5.1% | -1.2% | -5.0% |
| 30D | -6.4% | -1.8% | -4.7% | -6.1% |
| 3M | +1.0% | +9.4% | -8.3% | -1.3% |
| 6M | -0.4% | +9.2% | -9.6% | -2.8% |
| YTD | +20.0% | +15.7% | +4.3% | +14.7% |
| 1Y | +22.8% | +59.7% | -37.0% | +5.5% |
| 3Y | +12.3% | +178.5% | -166.2% | -22.4% |
| 5Y | -6.4% | +398.3% | -404.7% | -50.0% |
| All | -6.4% | +392.8% | -399.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling