+22.9%
SBUX vs CMI
+39.5%
-16.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | -8.5% | -12.4% | +3.9% | -7.1% |
| 3M | -2.9% | -14.8% | +11.9% | -1.9% |
| 6M | -1.5% | +0.8% | -2.3% | -5.0% |
| YTD | +19.4% | +10.2% | +9.2% | +12.3% |
| 1Y | +22.9% | +37.4% | -14.5% | +12.1% |
| All | +22.9% | +39.5% | -16.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling