+15.5%
SBUX vs CTAS
+65.1%
-49.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -2.8% | -1.0% | -1.8% | -2.5% |
| 3M | +8.2% | +15.8% | -7.6% | +2.1% |
| 6M | +4.3% | -1.0% | +5.3% | +4.3% |
| YTD | +23.3% | +7.4% | +15.9% | +19.6% |
| 1Y | +24.3% | -0.1% | +24.4% | +23.7% |
| 3Y | +15.5% | +66.3% | -50.8% | -2.5% |
| All | +15.5% | +65.1% | -49.6% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling