+11.0%
SBUX vs CAI
-11.0%
+22.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -6.2% | -5.1% | -1.2% | -6.1% |
| 30D | -6.4% | +3.9% | -10.3% | -6.6% |
| 3M | +1.0% | +40.1% | -39.1% | -0.4% |
| 6M | -0.4% | +29.7% | -30.1% | -1.9% |
| YTD | +20.0% | -10.9% | +30.9% | +20.0% |
| 1Y | +22.8% | -28.0% | +50.8% | +24.0% |
| All | +11.0% | -11.0% | +22.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling