-6.7%
SBUX vs CBOE
+136.7%
-143.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.1% |
| 7D | -5.5% | -5.8% | +0.3% | -4.5% |
| 30D | -8.5% | -3.1% | -5.3% | -8.0% |
| 3M | -2.9% | -4.8% | +1.9% | -2.3% |
| 6M | -1.5% | -0.6% | -1.0% | -2.2% |
| YTD | +19.4% | +12.8% | +6.6% | +15.4% |
| 1Y | +22.9% | +19.8% | +3.2% | +17.0% |
| 3Y | +11.3% | +86.9% | -75.6% | -12.6% |
| All | -6.7% | +136.7% | -143.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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