-6.7%
SBUX vs CLBK
+43.5%
-50.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | -1.5% | -4.0% | -5.1% |
| 30D | -8.5% | -1.0% | -7.4% | -8.2% |
| 3M | -2.9% | +22.9% | -25.8% | -8.1% |
| 6M | -1.5% | +44.2% | -45.7% | -10.7% |
| YTD | +19.4% | +64.0% | -44.6% | +4.5% |
| 1Y | +22.9% | +65.7% | -42.7% | +7.0% |
| 3Y | +11.3% | +54.1% | -42.8% | -3.0% |
| All | -6.7% | +43.5% | -50.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling