+19.3%
SBUX vs CART
+38.4%
-19.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.7% | +3.0% | -1.3% | +1.5% |
| 30D | +12.6% | +28.6% | -15.9% | +10.4% |
| 3M | +0.8% | +29.1% | -28.3% | -1.4% |
| 6M | +0.2% | +44.7% | -44.5% | -3.1% |
| YTD | +27.4% | +29.2% | -1.8% | +24.3% |
| 1Y | +31.5% | +66.2% | -34.7% | +24.8% |
| 3Y | +9.3% | +112.8% | -103.6% | -1.0% |
| All | +19.3% | +38.4% | -19.1% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling