+8.0%
SBUX vs CAPR
+160.6%
-152.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +3.7% |
| 7D | +4.8% | +36.0% | -31.2% | +4.5% |
| 30D | +20.6% | +25.8% | -5.2% | +20.2% |
| 3M | +4.3% | +140.8% | -136.6% | +3.0% |
| 6M | +5.5% | -67.6% | +73.1% | +6.0% |
| YTD | +32.3% | -65.9% | +98.2% | +32.7% |
| 1Y | +31.2% | +66.1% | -34.9% | +25.3% |
| 3Y | +14.8% | +256.9% | -242.1% | -0.1% |
| 5Y | +8.0% | +172.1% | -164.1% | -10.6% |
| All | +8.0% | +160.6% | -152.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling