-2.7%
SBUX vs CNH
+7.1%
-9.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -0.7% |
| 7D | -3.9% | +8.8% | -12.7% | -6.4% |
| 30D | -2.8% | +24.7% | -27.5% | -9.4% |
| 3M | +8.2% | +27.3% | -19.1% | -0.5% |
| 6M | +4.3% | +23.2% | -18.9% | -3.8% |
| YTD | +23.3% | +48.9% | -25.6% | +6.5% |
| 1Y | +24.3% | +19.4% | +4.9% | +15.2% |
| 3Y | +15.5% | +7.8% | +7.7% | +8.2% |
| 5Y | -2.7% | +8.7% | -11.4% | -10.9% |
| All | -2.7% | +7.1% | -9.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling