-6.4%
SBUX vs CCJ
+326.6%
-333.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.4% |
| 7D | -6.2% | -3.2% | -3.1% | -5.9% |
| 30D | -6.4% | -1.3% | -5.1% | -6.4% |
| 3M | +1.0% | +2.5% | -1.5% | +0.4% |
| 6M | -0.4% | -18.9% | +18.5% | +1.5% |
| YTD | +20.0% | +6.5% | +13.5% | +17.0% |
| 1Y | +22.8% | +22.8% | -0.1% | +15.9% |
| 3Y | +12.3% | +164.5% | -152.2% | -10.6% |
| 5Y | -6.4% | +303.7% | -310.1% | -33.9% |
| All | -6.4% | +326.6% | -333.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling