+111.5%
SBUX vs CLBK
+66.9%
+44.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -3.9% | +1.1% | -5.0% | -4.3% |
| 30D | -2.8% | +7.8% | -10.6% | -5.4% |
| 3M | +8.2% | +23.9% | -15.7% | 0.0% |
| 6M | +4.3% | +42.3% | -38.1% | -8.6% |
| YTD | +23.3% | +65.4% | -42.1% | +2.1% |
| 1Y | +24.3% | +70.3% | -46.0% | +1.3% |
| 3Y | +15.5% | +54.5% | -39.0% | -5.1% |
| 5Y | -2.7% | +43.1% | -45.8% | -23.0% |
| All | +111.5% | +66.9% | +44.6% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling