+7.3%
SBUX vs CSX
+57.8%
-50.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.6% | +6.0% | -4.4% | -1.3% |
| 30D | +14.8% | +7.8% | +7.0% | +10.6% |
| 3M | -0.8% | +4.1% | -4.9% | -2.8% |
| 6M | +2.2% | +17.9% | -15.7% | -6.2% |
| YTD | +29.5% | +44.9% | -15.4% | +6.3% |
| 1Y | +27.0% | +51.1% | -24.1% | +2.1% |
| 3Y | +10.9% | +78.3% | -67.3% | -20.9% |
| All | +7.3% | +57.8% | -50.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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