+148.7%
SBUX vs CLF
+92.7%
+56.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | +2.9% |
| 7D | +4.8% | -14.1% | +18.9% | +6.8% |
| 30D | +20.6% | -5.5% | +26.1% | +20.8% |
| 3M | +4.3% | 0.0% | +4.3% | +3.2% |
| 6M | +5.5% | +11.3% | -5.7% | +1.8% |
| YTD | +32.3% | -7.7% | +40.0% | +29.9% |
| 1Y | +31.2% | +17.5% | +13.6% | +24.0% |
| 3Y | +14.8% | -25.4% | +40.2% | +9.8% |
| 5Y | +8.0% | -46.0% | +53.9% | +4.6% |
| 10Y | +148.7% | +80.1% | +68.7% | +76.1% |
| All | +148.7% | +92.7% | +56.1% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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