+42,678.7%
SBUX vs CL
+3,071.1%
+39,607.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | +1.7% | +1.3% | +0.3% | +1.1% |
| 30D | +12.6% | +11.4% | +1.3% | +7.4% |
| 3M | +0.8% | +4.4% | -3.6% | -1.2% |
| 6M | +0.2% | +10.8% | -10.6% | -4.6% |
| YTD | +27.4% | +25.1% | +2.3% | +14.3% |
| 1Y | +31.5% | +28.0% | +3.5% | +16.6% |
| 3Y | +9.3% | +37.6% | -28.4% | -7.9% |
| 5Y | +1.5% | +39.7% | -38.2% | -15.7% |
| 10Y | +147.9% | +75.8% | +72.1% | +83.6% |
| All | +42,678.7% | +3,071.1% | +39,607.6% | +10,536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling