+7.3%
SBUX vs CME
+74.8%
-67.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.6% | +3.9% | -2.4% | +0.7% |
| 30D | +14.8% | +11.3% | +3.5% | +12.1% |
| 3M | -0.8% | +19.6% | -20.4% | -4.7% |
| 6M | +2.2% | +8.1% | -5.8% | +0.4% |
| YTD | +29.5% | +20.4% | +9.1% | +23.5% |
| 1Y | +27.0% | +16.5% | +10.5% | +22.1% |
| 3Y | +10.9% | +66.4% | -55.5% | -7.4% |
| All | +7.3% | +74.8% | -67.5% | -14.2% |
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