-3.3%
SBUX vs CRL
-37.1%
+33.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.8% |
| 7D | -3.9% | -0.6% | -3.3% | -3.8% |
| 30D | -2.8% | +5.0% | -7.8% | -3.8% |
| 3M | +8.2% | +50.6% | -42.4% | -0.7% |
| 6M | +4.3% | +60.9% | -56.7% | -6.5% |
| YTD | +23.3% | +40.7% | -17.4% | +13.5% |
| 1Y | +24.3% | +73.3% | -49.0% | +8.6% |
| 3Y | +15.5% | +40.6% | -25.1% | +0.6% |
| All | -3.3% | -37.1% | +33.8% | -9.2% |
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