-6.4%
SBUX vs CRS
+1,358.7%
-1,365.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -6.2% | -4.1% | -2.1% | -5.6% |
| 30D | -6.4% | -16.6% | +10.1% | -3.8% |
| 3M | +1.0% | -14.3% | +15.3% | +3.0% |
| 6M | -0.4% | +11.6% | -12.0% | -3.7% |
| YTD | +20.0% | +42.6% | -22.6% | +10.4% |
| 1Y | +22.8% | +81.8% | -59.0% | +7.1% |
| 3Y | +12.3% | +632.1% | -619.8% | -27.8% |
| 5Y | -6.4% | +1,401.6% | -1,408.0% | -50.7% |
| All | -6.4% | +1,358.7% | -1,365.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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