+42,297.2%
SBUX vs CLF
+471.1%
+41,826.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -3.1% | +7.6% | -10.7% | -4.2% |
| 30D | -0.9% | -1.2% | +0.3% | -0.8% |
| 3M | +11.6% | -13.4% | +25.0% | +13.0% |
| 6M | +8.8% | +15.4% | -6.6% | +5.0% |
| YTD | +26.3% | -5.9% | +32.2% | +24.8% |
| 1Y | +23.1% | +18.8% | +4.3% | +15.9% |
| 3Y | +15.0% | -19.4% | +34.4% | +10.0% |
| 5Y | +0.4% | -47.7% | +48.1% | -1.4% |
| 10Y | +130.7% | +130.4% | +0.3% | +60.7% |
| All | +42,297.2% | +471.1% | +41,826.1% | +16,409.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling