+18.0%
SBUX vs CEG
+717.5%
-699.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.9% | +6.7% | -10.6% | -4.7% |
| 30D | -2.8% | +11.0% | -13.8% | -4.2% |
| 3M | +8.2% | +19.5% | -11.3% | +5.5% |
| 6M | +4.3% | -5.9% | +10.1% | +4.4% |
| YTD | +23.3% | -15.0% | +38.3% | +24.9% |
| 1Y | +24.3% | +0.6% | +23.7% | +22.0% |
| 3Y | +15.5% | +180.6% | -165.2% | -9.4% |
| All | +18.0% | +717.5% | -699.5% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling