+1,005.2%
SBUX vs CF
+5,277.9%
-4,272.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -4.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +10.5% | +2.2% | +8.3% | +9.7% |
| 3M | +0.7% | +2.1% | -1.4% | -0.3% |
| 6M | +2.3% | -6.5% | +8.9% | +2.6% |
| YTD | +28.4% | +55.6% | -27.2% | +14.4% |
| 1Y | +31.4% | +42.3% | -10.9% | +19.1% |
| 3Y | +11.5% | +55.7% | -44.2% | -2.4% |
| 5Y | +2.2% | +122.4% | -120.2% | -20.6% |
| 10Y | +149.7% | +568.5% | -418.9% | +42.5% |
| All | +1,005.2% | +5,277.9% | -4,272.7% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling