-2.7%
SBUX vs CNP
+76.4%
-79.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -3.9% | +1.6% | -5.5% | -4.5% |
| 30D | -2.8% | -0.8% | -2.0% | -2.6% |
| 3M | +8.2% | -3.6% | +11.8% | +9.4% |
| 6M | +4.3% | -6.9% | +11.2% | +6.6% |
| YTD | +23.3% | +6.4% | +16.9% | +19.6% |
| 1Y | +24.3% | +9.9% | +14.3% | +18.8% |
| 3Y | +15.5% | +53.1% | -37.6% | -5.4% |
| 5Y | -2.7% | +72.0% | -74.7% | -26.0% |
| All | -2.7% | +76.4% | -79.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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