-6.7%
SBUX vs CDE
+196.4%
-203.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -5.5% | -3.1% | -2.4% | -5.2% |
| 30D | -8.5% | +9.5% | -17.9% | -9.3% |
| 3M | -2.9% | +25.5% | -28.4% | -5.4% |
| 6M | -1.5% | -7.9% | +6.4% | -1.9% |
| YTD | +19.4% | +15.6% | +3.8% | +15.7% |
| 1Y | +22.9% | +34.0% | -11.1% | +16.2% |
| 3Y | +11.3% | +791.9% | -780.6% | -17.9% |
| All | -6.7% | +196.4% | -203.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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