+154.6%
SBUX vs CFG
+230.2%
-75.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +21.2% | +2.8% | +18.4% | +20.1% |
| 3M | +5.7% | -10.1% | +15.8% | +9.5% |
| 6M | +6.0% | +3.2% | +2.8% | +4.6% |
| YTD | +32.9% | +14.2% | +18.7% | +26.4% |
| 1Y | +33.3% | +27.4% | +5.9% | +22.0% |
| 3Y | +13.0% | +187.6% | -174.6% | -23.3% |
| 5Y | +8.8% | +65.7% | -56.9% | -13.3% |
| 10Y | +154.6% | +219.7% | -65.1% | +49.2% |
| All | +154.6% | +230.2% | -75.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling