+154.6%
SBUX vs CNH
+107.8%
+46.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.8% | +1.8% |
| 7D | +4.9% | +4.5% | +0.4% | +3.3% |
| 30D | +21.2% | +7.6% | +13.5% | +18.0% |
| 3M | +5.7% | +17.0% | -11.3% | -0.6% |
| 6M | +6.0% | +12.9% | -6.9% | -0.3% |
| YTD | +32.9% | +34.3% | -1.3% | +17.2% |
| 1Y | +33.3% | +28.5% | +4.7% | +19.1% |
| 3Y | +13.0% | +31.9% | -18.8% | -2.4% |
| 5Y | +8.8% | -9.6% | +18.4% | +3.4% |
| 10Y | +154.6% | +106.3% | +48.3% | +75.3% |
| All | +154.6% | +107.8% | +46.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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