+772.2%
SBUX vs CAPR
-99.1%
+871.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -3.1% | -2.0% | -1.2% | -3.1% |
| 30D | -0.9% | +139.2% | -140.1% | -1.7% |
| 3M | +11.6% | -66.4% | +78.0% | +11.9% |
| 6M | +8.8% | -63.1% | +71.9% | +9.0% |
| YTD | +26.3% | -67.4% | +93.7% | +26.6% |
| 1Y | +23.1% | +58.2% | -35.1% | +19.7% |
| 3Y | +15.0% | +42.2% | -27.3% | +10.8% |
| 5Y | +0.4% | +87.3% | -86.9% | -3.9% |
| 10Y | +130.7% | -75.3% | +205.9% | +116.7% |
| All | +772.2% | -99.1% | +871.2% | +683.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling