+145.4%
SBUX vs CMS
+136.3%
+9.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +16.6% | +5.3% | +11.3% | +14.1% |
| 3M | -0.6% | -0.3% | -0.2% | -0.5% |
| 6M | +1.8% | -4.0% | +5.9% | +3.4% |
| YTD | +29.7% | +2.1% | +27.6% | +27.7% |
| 1Y | +26.1% | -4.7% | +30.8% | +27.9% |
| 3Y | +10.3% | +36.8% | -26.5% | -6.0% |
| 5Y | +7.6% | +34.9% | -27.2% | -9.0% |
| All | +145.4% | +136.3% | +9.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling