+18.5%
SBUX vs CLF
-14.9%
+33.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -3.1% | +7.6% | -10.7% | -4.0% |
| 30D | -0.9% | -1.2% | +0.3% | -0.8% |
| 3M | +11.6% | -13.4% | +25.0% | +13.1% |
| 6M | +8.8% | +15.4% | -6.6% | +5.3% |
| YTD | +26.3% | -5.9% | +32.2% | +25.0% |
| 1Y | +23.1% | +18.8% | +4.3% | +15.6% |
| All | +18.5% | -14.9% | +33.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling