+128.3%
SBUX vs CAPR
-77.3%
+205.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.9% |
| 7D | -6.3% | -12.6% | +6.4% | -6.1% |
| 30D | -3.9% | +124.4% | -128.3% | -4.8% |
| 3M | +3.3% | -66.8% | +70.1% | +3.7% |
| 6M | +1.4% | -71.8% | +73.2% | +2.0% |
| YTD | +21.0% | -70.1% | +91.0% | +21.5% |
| 1Y | +22.4% | +33.3% | -10.9% | +18.1% |
| 3Y | +13.2% | +36.7% | -23.5% | +7.5% |
| 5Y | -5.2% | +72.5% | -77.6% | -10.9% |
| 10Y | +128.3% | -77.3% | +205.6% | +107.4% |
| All | +128.3% | -77.3% | +205.6% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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