+2,581.0%
SBUX vs CME
+7,469.3%
-4,888.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -3.1% | -1.6% | -1.6% | -2.6% |
| 30D | -0.9% | +6.2% | -7.1% | -3.1% |
| 3M | +11.6% | +10.4% | +1.2% | +7.3% |
| 6M | +8.8% | -9.5% | +18.3% | +12.0% |
| YTD | +26.3% | +6.0% | +20.3% | +22.5% |
| 1Y | +23.1% | +9.3% | +13.9% | +17.8% |
| 3Y | +15.0% | +57.7% | -42.7% | -5.5% |
| 5Y | +0.4% | +77.7% | -77.3% | -21.7% |
| 10Y | +130.7% | +281.2% | -150.5% | +34.0% |
| All | +2,581.0% | +7,469.3% | -4,888.3% | +708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling