+145.0%
SBUX vs CTAS
+814.6%
-669.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +1.6% | +2.0% | -0.4% | +0.6% |
| 30D | +14.8% | +8.7% | +6.1% | +10.0% |
| 3M | -0.8% | +13.3% | -14.1% | -7.1% |
| 6M | +2.2% | +39.4% | -37.2% | -14.6% |
| YTD | +29.5% | +21.5% | +8.0% | +15.9% |
| 1Y | +27.0% | +21.9% | +5.1% | +13.6% |
| 3Y | +10.9% | +73.6% | -62.7% | -19.9% |
| 5Y | +7.4% | +116.2% | -108.8% | -31.9% |
| All | +145.0% | +814.6% | -669.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling