-5.6%
SBUX vs CHD
+21.3%
-26.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -6.3% | -4.2% | -2.1% | -5.4% |
| 30D | -3.9% | -7.6% | +3.7% | -2.3% |
| 3M | +3.3% | -1.6% | +4.9% | +3.5% |
| 6M | +1.4% | -6.3% | +7.8% | +2.6% |
| YTD | +21.0% | +14.6% | +6.4% | +17.0% |
| 1Y | +22.4% | +1.6% | +20.8% | +21.4% |
| 3Y | +13.2% | +3.1% | +10.1% | +11.2% |
| All | -5.6% | +21.3% | -26.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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