+128.3%
SBUX vs CLF
+116.4%
+11.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -6.3% | -2.7% | -3.6% | -5.9% |
| 30D | -3.9% | -3.2% | -0.7% | -3.5% |
| 3M | +3.3% | -5.0% | +8.2% | +3.3% |
| 6M | +1.4% | +26.6% | -25.2% | -3.3% |
| YTD | +21.0% | -9.0% | +29.9% | +20.1% |
| 1Y | +22.4% | +11.8% | +10.6% | +16.2% |
| 3Y | +13.2% | -15.1% | +28.3% | +7.1% |
| 5Y | -5.2% | -48.2% | +43.0% | -7.1% |
| 10Y | +128.3% | +127.6% | +0.8% | +61.3% |
| All | +128.3% | +116.4% | +11.9% | +61.3% |
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