+152.8%
SBUX vs CDW
+338.4%
-185.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | +0.2% | +2.6% | -2.4% | -0.9% |
| 30D | +19.1% | +20.4% | -1.3% | +9.8% |
| 3M | +3.6% | +28.5% | -24.8% | -8.0% |
| 6M | +5.1% | +70.6% | -65.5% | -20.0% |
| YTD | +32.9% | +29.1% | +3.8% | +12.0% |
| 1Y | +30.4% | +23.8% | +6.6% | +12.2% |
| 3Y | +13.0% | -14.5% | +27.4% | +14.1% |
| 5Y | +10.5% | -1.6% | +12.1% | +1.9% |
| 10Y | +152.8% | +322.0% | -169.2% | +47.0% |
| All | +152.8% | +338.4% | -185.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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