+975.4%
SBUX vs COPX
+200.8%
+774.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.2% |
| 7D | -6.3% | +6.0% | -12.2% | -7.9% |
| 30D | -3.9% | +6.4% | -10.3% | -5.8% |
| 3M | +3.3% | +19.3% | -16.0% | -2.8% |
| 6M | +1.4% | +16.2% | -14.8% | -5.0% |
| YTD | +21.0% | +33.2% | -12.2% | +7.7% |
| 1Y | +22.4% | +90.2% | -67.8% | -2.9% |
| 3Y | +13.2% | +175.7% | -162.4% | -22.0% |
| 5Y | -5.2% | +193.1% | -198.3% | -37.5% |
| 10Y | +128.3% | +619.4% | -491.1% | +5.4% |
| All | +975.4% | +200.8% | +774.6% | +519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling