+3,126.7%
SBUX vs CRL
+1,379.5%
+1,747.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -3.1% | -1.0% | -2.1% | -2.9% |
| 30D | -0.9% | +10.7% | -11.5% | -3.6% |
| 3M | +11.6% | +55.3% | -43.7% | -1.3% |
| 6M | +8.8% | +60.7% | -51.9% | -5.9% |
| YTD | +26.3% | +44.6% | -18.3% | +11.9% |
| 1Y | +23.1% | +77.7% | -54.6% | +2.3% |
| 3Y | +15.0% | +37.6% | -22.7% | -2.7% |
| 5Y | +0.4% | -35.8% | +36.2% | +2.0% |
| 10Y | +130.7% | +241.7% | -111.1% | +42.7% |
| All | +3,126.7% | +1,379.5% | +1,747.2% | +1,408.6% |
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