+6,266.6%
SBUX vs CHRW
+3,789.5%
+2,477.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | +1.0% | +4.7% | -3.7% | -0.5% |
| 30D | +16.6% | -2.6% | +19.2% | +17.2% |
| 3M | -0.6% | -8.0% | +7.4% | +1.2% |
| 6M | +1.8% | -19.0% | +20.8% | +6.5% |
| YTD | +29.7% | -15.5% | +45.2% | +31.9% |
| 1Y | +26.1% | -10.8% | +36.9% | +25.9% |
| 3Y | +10.3% | +79.8% | -69.5% | -17.7% |
| 5Y | +7.6% | +59.3% | -51.7% | -18.0% |
| 10Y | +146.7% | +129.6% | +17.1% | +58.2% |
| All | +6,266.6% | +3,789.5% | +2,477.1% | +1,541.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling