+15.5%
SBUX vs CCI
-10.9%
+26.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -2.8% | +0.5% | -3.3% | -2.9% |
| 3M | +8.2% | -16.3% | +24.5% | +10.4% |
| 6M | +4.3% | -13.9% | +18.2% | +5.9% |
| YTD | +23.3% | -12.4% | +35.8% | +24.7% |
| 1Y | +24.3% | -15.2% | +39.5% | +26.2% |
| 3Y | +15.5% | -9.9% | +25.3% | +13.3% |
| All | +15.5% | -10.9% | +26.3% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling