+18.5%
SBUX vs CMS
+35.9%
-17.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -0.9% | -3.6% | +2.7% | 0.0% |
| 3M | +11.6% | -1.9% | +13.5% | +12.1% |
| 6M | +8.8% | -11.0% | +19.8% | +11.7% |
| YTD | +26.3% | +0.2% | +26.1% | +25.6% |
| 1Y | +23.1% | -1.3% | +24.4% | +22.9% |
| All | +18.5% | +35.9% | -17.4% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling