+44,314.2%
SBUX vs CP
+10,530.6%
+33,783.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.0% |
| 7D | +4.8% | +2.8% | +2.1% | +3.8% |
| 30D | +20.6% | +11.3% | +9.3% | +15.7% |
| 3M | +4.3% | +2.9% | +1.4% | +3.1% |
| 6M | +5.5% | +9.8% | -4.3% | +1.4% |
| YTD | +32.3% | +28.5% | +3.8% | +18.9% |
| 1Y | +31.2% | +33.5% | -2.3% | +16.1% |
| 3Y | +14.8% | +31.9% | -17.1% | +1.1% |
| 5Y | +8.0% | +25.5% | -17.5% | -4.0% |
| 10Y | +148.7% | +257.6% | -108.8% | +45.5% |
| All | +44,314.2% | +10,530.6% | +33,783.6% | +8,217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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