+18.5%
SBUX vs CNH
+12.3%
+6.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -2.3% |
| 7D | -3.1% | +23.3% | -26.4% | -8.4% |
| 30D | -0.9% | +33.5% | -34.3% | -8.4% |
| 3M | +11.6% | +32.7% | -21.1% | +2.6% |
| 6M | +8.8% | +22.2% | -13.4% | +2.0% |
| YTD | +26.3% | +57.7% | -31.4% | +8.9% |
| 1Y | +23.1% | +28.0% | -4.9% | +13.0% |
| All | +18.5% | +12.3% | +6.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling