+270.4%
SBUX vs CFG
+360.2%
-89.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.8% |
| 7D | +4.8% | +0.3% | +4.6% | +4.8% |
| 30D | +20.6% | +3.2% | +17.4% | +19.4% |
| 3M | +4.3% | -9.7% | +14.0% | +7.8% |
| 6M | +5.5% | +3.6% | +1.9% | +4.0% |
| YTD | +32.3% | +14.7% | +17.6% | +25.7% |
| 1Y | +31.2% | +29.6% | +1.6% | +19.6% |
| 3Y | +14.8% | +190.6% | -175.8% | -21.7% |
| 5Y | +8.0% | +67.1% | -59.1% | -13.9% |
| 10Y | +148.7% | +237.0% | -88.3% | +37.9% |
| All | +270.4% | +360.2% | -89.7% | +89.4% |
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