+39,971.8%
SBUX vs CRH
+5,422.5%
+34,549.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -5.5% | -6.1% | +0.6% | -4.0% |
| 30D | -8.5% | -9.3% | +0.8% | -6.3% |
| 3M | -2.9% | -15.2% | +12.3% | +0.8% |
| 6M | -1.5% | -14.2% | +12.7% | +1.6% |
| YTD | +19.4% | -28.3% | +47.6% | +28.3% |
| 1Y | +22.9% | -21.8% | +44.7% | +29.1% |
| 3Y | +11.3% | +71.6% | -60.3% | -4.6% |
| 5Y | -6.9% | +96.6% | -103.5% | -23.4% |
| 10Y | +125.4% | +253.8% | -128.5% | +58.7% |
| All | +39,971.8% | +5,422.5% | +34,549.3% | +19,276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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