+5,403.5%
SBUX vs CCI
+1,121.9%
+4,281.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.1% |
| 30D | +14.8% | +14.4% | +0.4% | +11.9% |
| 3M | -0.8% | +21.7% | -22.5% | -4.8% |
| 6M | +2.2% | +4.0% | -1.8% | +0.7% |
| YTD | +29.5% | +6.2% | +23.2% | +26.6% |
| 1Y | +27.0% | +5.4% | +21.6% | +24.3% |
| 3Y | +10.9% | +11.7% | -0.8% | +6.1% |
| 5Y | +7.4% | -35.6% | +43.1% | +13.4% |
| 10Y | +146.3% | +68.7% | +77.6% | +119.4% |
| All | +5,403.5% | +1,121.9% | +4,281.6% | +3,082.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling