-2.7%
SBUX vs CPB
-38.5%
+35.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.6% |
| 7D | -3.9% | -8.2% | +4.3% | -2.8% |
| 30D | -2.8% | -5.6% | +2.8% | -2.1% |
| 3M | +8.2% | +3.0% | +5.2% | +7.6% |
| 6M | +4.3% | -12.7% | +17.0% | +6.1% |
| YTD | +23.3% | -18.0% | +41.3% | +26.5% |
| 1Y | +24.3% | -31.7% | +56.0% | +31.2% |
| 3Y | +15.5% | -41.0% | +56.4% | +22.3% |
| 5Y | -2.7% | -38.4% | +35.7% | +0.3% |
| All | -2.7% | -38.5% | +35.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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