-6.7%
SBUX vs CARR
+8.3%
-15.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -5.5% | -3.8% | -1.7% | -4.2% |
| 30D | -8.5% | -8.9% | +0.4% | -5.5% |
| 3M | -2.9% | -17.3% | +14.4% | +3.0% |
| 6M | -1.5% | -1.4% | -0.1% | -3.2% |
| YTD | +19.4% | +10.0% | +9.4% | +12.1% |
| 1Y | +22.9% | -6.4% | +29.3% | +22.4% |
| 3Y | +11.3% | +1.5% | +9.7% | +3.1% |
| All | -6.7% | +8.3% | -15.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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