-6.7%
SBUX vs COPX
+163.4%
-170.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | -2.3% | -3.1% | -5.1% |
| 30D | -8.5% | +0.3% | -8.7% | -8.8% |
| 3M | -2.9% | +6.8% | -9.7% | -5.3% |
| 6M | -1.5% | +7.9% | -9.5% | -5.5% |
| YTD | +19.4% | +23.7% | -4.4% | +8.8% |
| 1Y | +22.9% | +71.5% | -48.6% | +0.5% |
| 3Y | +11.3% | +149.1% | -137.8% | -22.4% |
| All | -6.7% | +163.4% | -170.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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