+128.8%
SBUX vs CL
+51.8%
+77.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -3.9% | -1.4% | -2.5% | -3.3% |
| 30D | -2.8% | -5.2% | +2.4% | -0.5% |
| 3M | +8.2% | +3.3% | +4.9% | +6.5% |
| 6M | +4.3% | -4.4% | +8.6% | +5.9% |
| YTD | +23.3% | +13.9% | +9.4% | +14.8% |
| 1Y | +24.3% | +7.6% | +16.6% | +18.6% |
| 3Y | +15.5% | +29.6% | -14.1% | -2.9% |
| 5Y | -2.7% | +28.1% | -30.8% | -18.5% |
| 10Y | +128.8% | +53.4% | +75.5% | +73.0% |
| All | +128.8% | +51.8% | +77.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling