+15.8%
SBUX vs CEG
+703.5%
-687.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -6.3% | +1.3% | -7.6% | -6.4% |
| 30D | -3.9% | +8.8% | -12.7% | -5.0% |
| 3M | +3.3% | +17.0% | -13.7% | +1.0% |
| 6M | +1.4% | -8.7% | +10.2% | +2.0% |
| YTD | +21.0% | -16.4% | +37.4% | +22.8% |
| 1Y | +22.4% | -1.8% | +24.2% | +20.6% |
| 3Y | +13.2% | +175.8% | -162.6% | -11.0% |
| All | +15.8% | +703.5% | -687.7% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling