+10.5%
SBUX vs CRL
-12.2%
+22.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +0.2% | +5.0% | -4.9% | -0.8% |
| 30D | +19.1% | +13.5% | +5.5% | +15.6% |
| 3M | +3.6% | +21.5% | -17.9% | -1.0% |
| 6M | +5.1% | +103.4% | -98.3% | -10.4% |
| YTD | +32.9% | +71.8% | -38.9% | +16.4% |
| 1Y | +30.4% | +97.5% | -67.1% | +10.5% |
| 3Y | +13.0% | +99.2% | -86.3% | -10.3% |
| 5Y | +10.5% | -12.1% | +22.7% | +7.8% |
| All | +10.5% | -12.2% | +22.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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