-6.7%
SBUX vs CNC
+10.7%
-17.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.6% |
| 7D | -5.5% | -0.9% | -4.6% | -5.4% |
| 30D | -8.5% | -1.0% | -7.5% | -8.4% |
| 3M | -2.9% | +4.5% | -7.4% | -3.5% |
| 6M | -1.5% | +85.2% | -86.7% | -7.9% |
| YTD | +19.4% | +61.4% | -42.0% | +12.7% |
| 1Y | +22.9% | +94.9% | -71.9% | +13.4% |
| 3Y | +11.3% | 0.0% | +11.3% | +8.9% |
| All | -6.7% | +10.7% | -17.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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