+42,297.2%
SBUX vs COP
+4,070.4%
+38,226.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -3.1% | +3.0% | -6.1% | -4.0% |
| 30D | -0.9% | +17.5% | -18.4% | -5.4% |
| 3M | +11.6% | +13.4% | -1.7% | +7.2% |
| 6M | +8.8% | +17.7% | -8.9% | +2.9% |
| YTD | +26.3% | +46.6% | -20.3% | +12.0% |
| 1Y | +23.1% | +44.6% | -21.5% | +9.1% |
| 3Y | +15.0% | +20.7% | -5.7% | +5.7% |
| 5Y | +0.4% | +185.0% | -184.7% | -30.9% |
| 10Y | +130.7% | +347.0% | -216.3% | +24.7% |
| All | +42,297.2% | +4,070.4% | +38,226.8% | +14,467.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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