+125.0%
SBUX vs CCI
+20.8%
+104.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -6.2% | -4.4% | -1.8% | -4.8% |
| 30D | -6.4% | +0.3% | -6.8% | -6.6% |
| 3M | +1.0% | -20.0% | +21.0% | +8.7% |
| 6M | -0.4% | -14.5% | +14.1% | +4.3% |
| YTD | +20.0% | -14.9% | +34.8% | +25.0% |
| 1Y | +22.8% | -17.7% | +40.4% | +29.3% |
| 3Y | +12.3% | -12.4% | +24.7% | +11.0% |
| 5Y | -6.4% | -50.1% | +43.7% | +17.7% |
| All | +125.0% | +20.8% | +104.2% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling