+737.4%
SBUX vs CPAY
+1,533.9%
-796.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -6.2% | -2.7% | -3.6% | -5.3% |
| 30D | -6.4% | +0.6% | -7.0% | -6.7% |
| 3M | +1.0% | +17.0% | -16.0% | -4.8% |
| 6M | -0.4% | +24.1% | -24.5% | -8.8% |
| YTD | +20.0% | +35.7% | -15.8% | +5.3% |
| 1Y | +22.8% | +34.0% | -11.2% | +7.7% |
| 3Y | +12.3% | +50.3% | -38.0% | -7.1% |
| 5Y | -6.4% | +56.7% | -63.1% | -25.2% |
| 10Y | +126.5% | +153.9% | -27.5% | +50.9% |
| All | +737.4% | +1,533.9% | -796.5% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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