+15.5%
SBUX vs CHRW
+86.2%
-70.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.5% |
| 7D | -3.9% | +1.9% | -5.8% | -4.1% |
| 30D | -2.8% | +0.9% | -3.8% | -3.0% |
| 3M | +8.2% | -19.9% | +28.1% | +10.6% |
| 6M | +4.3% | -15.8% | +20.0% | +5.6% |
| YTD | +23.3% | -5.6% | +28.9% | +22.8% |
| 1Y | +24.3% | +21.0% | +3.2% | +19.9% |
| 3Y | +15.5% | +86.0% | -70.6% | +4.5% |
| All | +15.5% | +86.2% | -70.7% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling