+8.8%
SBUX vs CHRW
+53.7%
-44.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.9% | -3.4% | +8.3% | +5.6% |
| 30D | +21.2% | -9.4% | +30.5% | +23.0% |
| 3M | +5.7% | -12.6% | +18.3% | +7.6% |
| 6M | +6.0% | -24.2% | +30.2% | +9.8% |
| YTD | +32.9% | -18.9% | +51.8% | +34.8% |
| 1Y | +33.3% | -13.7% | +47.0% | +33.5% |
| 3Y | +13.0% | +72.6% | -59.6% | -6.0% |
| 5Y | +8.8% | +55.6% | -46.7% | -6.7% |
| All | +8.8% | +53.7% | -44.8% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling