+128.3%
SBUX vs CHRW
+170.5%
-42.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -6.3% | +4.1% | -10.3% | -7.2% |
| 30D | -3.9% | +1.9% | -5.8% | -4.4% |
| 3M | +3.3% | -21.2% | +24.4% | +8.5% |
| 6M | +1.4% | -16.7% | +18.1% | +4.6% |
| YTD | +21.0% | -5.4% | +26.3% | +19.7% |
| 1Y | +22.4% | +21.2% | +1.2% | +12.4% |
| 3Y | +13.2% | +86.5% | -73.2% | -11.1% |
| 5Y | -5.2% | +93.0% | -98.2% | -28.3% |
| 10Y | +128.3% | +174.5% | -46.2% | +48.7% |
| All | +128.3% | +170.5% | -42.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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