-2.7%
SBUX vs CHRW
+90.3%
-93.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.6% |
| 7D | -3.9% | +1.9% | -5.8% | -4.2% |
| 30D | -2.8% | +0.9% | -3.8% | -3.0% |
| 3M | +8.2% | -19.9% | +28.1% | +11.9% |
| 6M | +4.3% | -15.8% | +20.0% | +6.4% |
| YTD | +23.3% | -5.6% | +28.9% | +22.4% |
| 1Y | +24.3% | +21.0% | +3.2% | +16.7% |
| 3Y | +15.5% | +86.0% | -70.6% | -3.6% |
| 5Y | -2.7% | +88.6% | -91.3% | -17.7% |
| All | -2.7% | +90.3% | -93.0% | -17.7% |
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