+3.0%
SBUX vs CLF
-51.2%
+54.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +1.7% | -19.6% | +21.3% | +4.5% |
| 30D | +12.6% | -5.0% | +17.6% | +12.6% |
| 3M | +0.8% | -6.3% | +7.1% | +0.7% |
| 6M | +0.2% | +2.8% | -2.6% | -2.4% |
| YTD | +27.4% | -13.7% | +41.2% | +26.3% |
| 1Y | +31.5% | +13.6% | +17.9% | +24.5% |
| 3Y | +9.3% | -34.0% | +43.3% | +5.7% |
| All | +3.0% | -51.2% | +54.3% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling