-5.2%
SBUX vs CG
+5.5%
-10.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.6% |
| 7D | -6.3% | -6.4% | +0.2% | -4.2% |
| 30D | -3.9% | -7.1% | +3.2% | -1.7% |
| 3M | +3.3% | -1.6% | +4.9% | +3.1% |
| 6M | +1.4% | -8.3% | +9.8% | +3.2% |
| YTD | +21.0% | -23.8% | +44.8% | +30.4% |
| 1Y | +22.4% | -28.7% | +51.1% | +34.4% |
| 3Y | +13.2% | +49.2% | -35.9% | -8.1% |
| 5Y | -5.2% | +5.5% | -10.7% | -15.8% |
| All | -5.2% | +5.5% | -10.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling