+3,294.1%
SBUX vs CRL
+1,657.4%
+1,636.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +0.2% | +5.0% | -4.9% | -1.2% |
| 30D | +19.1% | +13.5% | +5.5% | +14.5% |
| 3M | +3.6% | +21.5% | -17.9% | -2.4% |
| 6M | +5.1% | +103.4% | -98.3% | -14.5% |
| YTD | +32.9% | +71.8% | -38.9% | +11.6% |
| 1Y | +30.4% | +97.5% | -67.1% | +5.3% |
| 3Y | +13.0% | +99.2% | -86.3% | -14.2% |
| 5Y | +10.5% | -12.1% | +22.7% | +2.8% |
| 10Y | +152.8% | +359.2% | -206.4% | +43.9% |
| All | +3,294.1% | +1,657.4% | +1,636.7% | +1,404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling