+997.4%
SBUX vs CF
+5,315.1%
-4,317.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +1.7% | -3.2% | +4.8% | +2.2% |
| 30D | +12.6% | +4.3% | +8.3% | +11.4% |
| 3M | +0.8% | +2.8% | -2.0% | -0.3% |
| 6M | +0.2% | +0.6% | -0.4% | -0.9% |
| YTD | +27.4% | +56.6% | -29.2% | +13.4% |
| 1Y | +31.5% | +49.6% | -18.1% | +18.0% |
| 3Y | +9.3% | +61.5% | -52.2% | -5.0% |
| 5Y | +1.5% | +124.0% | -122.5% | -21.3% |
| 10Y | +147.9% | +573.2% | -425.3% | +41.3% |
| All | +997.4% | +5,315.1% | -4,317.7% | +220.7% |
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