+250.9%
SBUX vs CNH
+64.7%
+186.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -2.4% |
| 7D | -3.1% | +23.3% | -26.4% | -8.9% |
| 30D | -0.9% | +33.5% | -34.3% | -9.0% |
| 3M | +11.6% | +32.7% | -21.1% | +1.9% |
| 6M | +8.8% | +22.2% | -13.4% | +1.0% |
| YTD | +26.3% | +57.7% | -31.4% | +8.6% |
| 1Y | +23.1% | +28.0% | -4.9% | +12.3% |
| 3Y | +15.0% | +11.5% | +3.4% | +6.7% |
| 5Y | +0.4% | +11.9% | -11.5% | -9.0% |
| 10Y | +130.7% | +162.8% | -32.1% | +58.8% |
| All | +250.9% | +64.7% | +186.2% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling