+254.1%
SBUX vs CNH
+32.2%
+221.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | +1.7% | -1.7% | +3.4% | +2.2% |
| 30D | +12.6% | -7.2% | +19.9% | +14.8% |
| 3M | +0.8% | +6.5% | -5.7% | -1.9% |
| 6M | +0.2% | +7.9% | -7.7% | -3.8% |
| YTD | +27.4% | +26.6% | +0.9% | +16.1% |
| 1Y | +31.5% | +13.8% | +17.7% | +23.3% |
| 3Y | +9.3% | +9.2% | +0.1% | +1.6% |
| 5Y | +1.5% | -15.6% | +17.1% | -0.7% |
| 10Y | +147.9% | +119.2% | +28.7% | +79.9% |
| All | +254.1% | +32.2% | +221.9% | +164.1% |
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