+24.4%
SBUX vs CART
+40.2%
-15.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +19.1% | +23.1% | -4.0% | +17.1% |
| 3M | +3.6% | +19.2% | -15.6% | +2.1% |
| 6M | +5.1% | +45.7% | -40.5% | +1.6% |
| YTD | +32.9% | +30.9% | +2.0% | +29.4% |
| 1Y | +30.4% | +50.2% | -19.8% | +25.1% |
| 3Y | +13.0% | +133.5% | -120.6% | +1.3% |
| All | +24.4% | +40.2% | -15.8% | +12.0% |
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