+23.8%
SBUX vs CART
+39.2%
-15.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.8% |
| 7D | +4.8% | +1.5% | +3.3% | +4.7% |
| 30D | +20.6% | +22.4% | -1.8% | +18.6% |
| 3M | +4.3% | +16.5% | -12.3% | +2.9% |
| 6M | +5.5% | +44.9% | -39.4% | +2.1% |
| YTD | +32.3% | +30.0% | +2.4% | +29.0% |
| 1Y | +31.2% | +59.1% | -27.9% | +25.0% |
| 3Y | +14.8% | +138.8% | -124.0% | +2.6% |
| All | +23.8% | +39.2% | -15.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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