+44,314.2%
SBUX vs CMS
+1,203.3%
+43,110.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.8% | -0.9% | +5.7% | +5.1% |
| 30D | +20.6% | +7.1% | +13.5% | +18.4% |
| 3M | +4.3% | -1.3% | +5.5% | +4.6% |
| 6M | +5.5% | -2.7% | +8.2% | +6.2% |
| YTD | +32.3% | +2.6% | +29.7% | +31.0% |
| 1Y | +31.2% | -2.0% | +33.2% | +31.5% |
| 3Y | +14.8% | +39.6% | -24.8% | +4.0% |
| 5Y | +8.0% | +35.3% | -27.4% | -1.9% |
| 10Y | +148.7% | +132.3% | +16.4% | +97.3% |
| All | +44,314.2% | +1,203.3% | +43,110.8% | +24,528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling