+42,297.2%
SBUX vs CSX
+5,503.0%
+36,794.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | -3.1% | -3.4% | +0.2% | -1.9% |
| 30D | -0.9% | -3.1% | +2.2% | +0.3% |
| 3M | +11.6% | +7.2% | +4.4% | +8.4% |
| 6M | +8.8% | +16.2% | -7.4% | +2.0% |
| YTD | +26.3% | +37.5% | -11.2% | +10.8% |
| 1Y | +23.1% | +53.2% | -30.1% | +3.4% |
| 3Y | +15.0% | +68.2% | -53.3% | -7.6% |
| 5Y | +0.4% | +65.2% | -64.9% | -19.5% |
| 10Y | +130.7% | +504.1% | -373.5% | +9.6% |
| All | +42,297.2% | +5,503.0% | +36,794.2% | +8,465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling