+253.6%
SBUX vs CFG
+396.4%
-142.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -3.1% | +1.5% | -4.7% | -3.6% |
| 30D | -0.9% | -3.8% | +3.0% | +0.4% |
| 3M | +11.6% | +11.5% | +0.1% | +7.5% |
| 6M | +8.8% | +19.2% | -10.4% | +2.3% |
| YTD | +26.3% | +23.7% | +2.6% | +17.1% |
| 1Y | +23.1% | +38.8% | -15.7% | +9.6% |
| 3Y | +15.0% | +178.9% | -163.9% | -20.7% |
| 5Y | +0.4% | +101.8% | -101.4% | -25.0% |
| 10Y | +130.7% | +317.3% | -186.6% | +19.6% |
| All | +253.6% | +396.4% | -142.7% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling