+6,101.0%
SBUX vs CHRW
+4,173.0%
+1,928.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -0.9% | -3.5% | +2.6% | +0.1% |
| 3M | +11.6% | -19.4% | +31.0% | +18.3% |
| 6M | +8.8% | -21.4% | +30.2% | +15.5% |
| YTD | +26.3% | -7.1% | +33.4% | +25.7% |
| 1Y | +23.1% | +17.8% | +5.3% | +11.8% |
| 3Y | +15.0% | +78.8% | -63.8% | -13.1% |
| 5Y | +0.4% | +83.5% | -83.2% | -26.6% |
| 10Y | +130.7% | +160.2% | -29.6% | +42.9% |
| All | +6,101.0% | +4,173.0% | +1,928.0% | +1,463.9% |
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