+10,415.6%
SBUX vs CCJ
+1,099.6%
+9,315.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.8% |
| 7D | +1.0% | +5.0% | -4.0% | +0.1% |
| 30D | +16.6% | -16.7% | +33.3% | +20.2% |
| 3M | -0.6% | -27.5% | +27.0% | +4.9% |
| 6M | +1.8% | -38.6% | +40.4% | +9.9% |
| YTD | +29.7% | -21.5% | +51.2% | +32.4% |
| 1Y | +26.1% | -22.3% | +48.4% | +28.5% |
| 3Y | +10.3% | +69.9% | -59.6% | -7.5% |
| 5Y | +7.6% | +163.6% | -156.0% | -20.2% |
| 10Y | +146.7% | +782.3% | -635.5% | +30.2% |
| All | +10,415.6% | +1,099.6% | +9,315.9% | +4,713.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling