+15.5%
SBUX vs CME
+52.8%
-37.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.3% |
| 7D | -3.9% | -2.9% | -1.0% | -3.8% |
| 30D | -2.8% | +5.5% | -8.4% | -2.9% |
| 3M | +8.2% | +11.0% | -2.8% | +8.0% |
| 6M | +4.3% | -9.7% | +13.9% | +3.8% |
| YTD | +23.3% | +4.9% | +18.5% | +23.4% |
| 1Y | +24.3% | +10.1% | +14.2% | +24.5% |
| 3Y | +15.5% | +53.5% | -38.1% | +7.1% |
| All | +15.5% | +52.8% | -37.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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