+4.4%
SBUX vs CPNG
-76.2%
+80.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | -5.5% | -1.1% | -4.4% | -5.3% |
| 30D | -8.5% | -7.4% | -1.1% | -7.5% |
| 3M | -2.9% | -12.3% | +9.4% | -1.3% |
| 6M | -1.5% | -19.4% | +17.9% | +0.6% |
| YTD | +19.4% | -35.9% | +55.3% | +26.1% |
| 1Y | +22.9% | -53.4% | +76.4% | +36.3% |
| 3Y | +11.3% | -20.0% | +31.3% | +11.1% |
| 5Y | -6.9% | -49.6% | +42.7% | -10.6% |
| All | +4.4% | -76.2% | +80.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling