+128.3%
SBUX vs CFG
+308.1%
-179.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -6.3% | -0.6% | -5.7% | -6.1% |
| 30D | -3.9% | -4.5% | +0.7% | -2.4% |
| 3M | +3.3% | +6.3% | -3.0% | +1.1% |
| 6M | +1.4% | +20.6% | -19.2% | -5.0% |
| YTD | +21.0% | +21.2% | -0.3% | +12.8% |
| 1Y | +22.4% | +38.2% | -15.8% | +9.0% |
| 3Y | +13.2% | +185.9% | -172.7% | -22.9% |
| 5Y | -5.2% | +97.0% | -102.2% | -28.8% |
| 10Y | +128.3% | +306.8% | -178.5% | +24.7% |
| All | +128.3% | +308.1% | -179.8% | +24.7% |
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