+41.3%
SBUX vs CEG
-33.0%
+74.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.7% | +11.4% | +4.7% |
| 7D | +6.3% | -4.8% | +11.1% | +6.3% |
| 30D | +16.2% | -8.2% | +24.4% | +16.0% |
| 3M | +5.1% | -7.9% | +13.0% | +5.0% |
| 6M | +5.7% | -23.2% | +28.9% | +6.2% |
| YTD | +32.6% | -30.1% | +62.8% | +34.1% |
| 1Y | +41.3% | -31.9% | +73.2% | +42.3% |
| All | +41.3% | -33.0% | +74.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling