+3.0%
SBUX vs CMS
+32.6%
-29.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | +12.6% | +6.3% | +6.3% | +10.4% |
| 3M | +0.8% | -2.1% | +2.9% | +1.4% |
| 6M | +0.2% | -5.1% | +5.3% | +1.7% |
| YTD | +27.4% | +1.3% | +26.2% | +26.2% |
| 1Y | +31.5% | -1.4% | +32.9% | +31.4% |
| 3Y | +9.3% | +36.9% | -27.7% | -4.5% |
| All | +3.0% | +32.6% | -29.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling