+15,213.8%
SBUX vs COF
+5,625.4%
+9,588.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -6.3% | -2.7% | -3.6% | -5.5% |
| 30D | -3.9% | -3.4% | -0.5% | -2.9% |
| 3M | +3.3% | +15.4% | -12.1% | -1.2% |
| 6M | +1.4% | +14.4% | -13.0% | -2.9% |
| YTD | +21.0% | -12.0% | +32.9% | +24.2% |
| 1Y | +22.4% | -3.7% | +26.2% | +22.2% |
| 3Y | +13.2% | +121.1% | -107.8% | -12.6% |
| 5Y | -5.2% | +47.8% | -53.0% | -19.8% |
| 10Y | +128.3% | +250.3% | -122.0% | +42.7% |
| All | +15,213.8% | +5,625.4% | +9,588.4% | +3,506.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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