+6,422.7%
SBUX vs CHRW
+3,771.3%
+2,651.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.3% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | +19.1% | -4.3% | +23.4% | +20.4% |
| 3M | +3.6% | -7.4% | +11.0% | +5.2% |
| 6M | +5.1% | -20.7% | +25.8% | +10.8% |
| YTD | +32.9% | -15.9% | +48.7% | +35.3% |
| 1Y | +30.4% | -9.9% | +40.3% | +29.8% |
| 3Y | +13.0% | +79.0% | -66.0% | -15.5% |
| 5Y | +10.5% | +61.3% | -50.8% | -16.2% |
| 10Y | +152.8% | +128.5% | +24.2% | +62.3% |
| All | +6,422.7% | +3,771.3% | +2,651.4% | +1,584.3% |
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