+145.0%
SBUX vs CCJ
+765.4%
-620.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +14.8% | -13.2% | +28.0% | +16.9% |
| 3M | -0.8% | -27.6% | +26.8% | +3.3% |
| 6M | +2.2% | -38.7% | +40.9% | +8.4% |
| YTD | +29.5% | -22.7% | +52.1% | +31.6% |
| 1Y | +27.0% | -17.6% | +44.6% | +27.7% |
| 3Y | +10.9% | +62.7% | -51.8% | -3.6% |
| 5Y | +7.4% | +159.7% | -152.3% | -16.3% |
| All | +145.0% | +765.4% | -620.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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