-5.2%
SBUX vs CME
+76.2%
-81.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -6.3% | -0.6% | -5.6% | -6.1% |
| 30D | -3.9% | +4.7% | -8.5% | -4.8% |
| 3M | +3.3% | +7.8% | -4.5% | +1.5% |
| 6M | +1.4% | -11.0% | +12.4% | +3.9% |
| YTD | +21.0% | +4.0% | +16.9% | +19.2% |
| 1Y | +22.4% | +9.1% | +13.3% | +19.0% |
| 3Y | +13.2% | +52.3% | -39.1% | -4.6% |
| 5Y | -5.2% | +76.1% | -81.3% | -25.0% |
| All | -5.2% | +76.2% | -81.4% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling