-6.4%
SBUX vs CLX
-37.2%
+30.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -6.2% | -5.9% | -0.4% | -4.9% |
| 30D | -6.4% | -17.0% | +10.6% | -2.2% |
| 3M | +1.0% | -9.6% | +10.6% | +3.2% |
| 6M | -0.4% | -21.5% | +21.1% | +5.2% |
| YTD | +20.0% | -8.8% | +28.8% | +21.4% |
| 1Y | +22.8% | -24.7% | +47.4% | +30.5% |
| 3Y | +12.3% | -35.6% | +47.9% | +22.2% |
| 5Y | -6.4% | -37.6% | +31.2% | +0.3% |
| All | -6.4% | -37.2% | +30.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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