+16.3%
SBUX vs CF
+73.9%
-57.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.0% |
| 7D | -3.1% | +6.0% | -9.1% | -3.7% |
| 30D | -0.9% | +14.8% | -15.7% | -2.3% |
| 3M | +11.6% | +14.1% | -2.4% | +10.0% |
| 6M | +8.8% | +28.5% | -19.7% | +3.6% |
| YTD | +26.3% | +74.9% | -48.6% | +13.4% |
| 1Y | +23.1% | +61.7% | -38.6% | +11.7% |
| All | +16.3% | +73.9% | -57.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling