+891.8%
SBUX vs CBOE
+1,025.9%
-134.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | -3.9% | -4.6% | +0.7% | -2.6% |
| 30D | -2.8% | +2.6% | -5.5% | -3.7% |
| 3M | +8.2% | +4.9% | +3.3% | +5.8% |
| 6M | +4.3% | -2.2% | +6.4% | +3.5% |
| YTD | +23.3% | +17.7% | +5.6% | +15.4% |
| 1Y | +24.3% | +26.1% | -1.8% | +13.4% |
| 3Y | +15.5% | +97.1% | -81.7% | -11.6% |
| 5Y | -2.7% | +149.2% | -151.9% | -32.1% |
| 10Y | +128.8% | +385.1% | -256.2% | +22.8% |
| All | +891.8% | +1,025.9% | -134.2% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling