+21.2%
SBUX vs CART
+40.2%
-19.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.5% |
| 30D | +14.8% | +19.2% | -4.4% | +13.2% |
| 3M | -0.8% | +17.6% | -18.3% | -2.2% |
| 6M | +2.2% | +47.4% | -45.1% | -1.2% |
| YTD | +29.5% | +30.9% | -1.4% | +26.1% |
| 1Y | +27.0% | +46.0% | -18.9% | +22.2% |
| 3Y | +10.9% | +130.3% | -119.4% | -0.3% |
| All | +21.2% | +40.2% | -19.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling