+987.7%
SBUX vs CF
+5,948.3%
-4,960.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -0.6% |
| 7D | -3.1% | +6.0% | -9.1% | -4.3% |
| 30D | -0.9% | +14.8% | -15.7% | -3.8% |
| 3M | +11.6% | +14.1% | -2.4% | +8.2% |
| 6M | +8.8% | +28.5% | -19.7% | +1.5% |
| YTD | +26.3% | +74.9% | -48.6% | +10.3% |
| 1Y | +23.1% | +61.7% | -38.6% | +9.0% |
| 3Y | +15.0% | +80.3% | -65.4% | -2.1% |
| 5Y | +0.4% | +226.0% | -225.6% | -28.2% |
| 10Y | +130.7% | +569.9% | -439.2% | +31.8% |
| All | +987.7% | +5,948.3% | -4,960.7% | +212.0% |
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