+7.9%
SBUX vs CPNG
-76.7%
+84.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.8% | -1.9% |
| 7D | -3.9% | -6.3% | +2.4% | -3.0% |
| 30D | -2.8% | -8.7% | +5.9% | -1.5% |
| 3M | +8.2% | -2.4% | +10.6% | +8.0% |
| 6M | +4.3% | -22.3% | +26.6% | +7.2% |
| YTD | +23.3% | -37.2% | +60.6% | +30.7% |
| 1Y | +24.3% | -53.0% | +77.3% | +37.6% |
| 3Y | +15.5% | -20.0% | +35.5% | +15.2% |
| 5Y | -2.7% | -52.8% | +50.1% | -6.2% |
| All | +7.9% | -76.7% | +84.5% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling