+13.0%
SBUX vs CART
+137.8%
-124.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | +21.2% | +22.4% | -1.3% | +19.4% |
| 3M | +5.7% | +15.6% | -10.0% | +4.4% |
| 6M | +6.0% | +44.9% | -38.9% | +2.9% |
| YTD | +32.9% | +30.0% | +2.9% | +29.9% |
| 1Y | +33.3% | +56.6% | -23.3% | +27.8% |
| 3Y | +13.0% | +131.9% | -118.9% | +2.4% |
| All | +13.0% | +137.8% | -124.8% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling