+42,297.2%
SBUX vs CTAS
+13,853.7%
+28,443.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | -0.9% | -0.2% | -0.7% | -0.8% |
| 3M | +11.6% | +11.7% | -0.1% | +5.6% |
| 6M | +8.8% | +0.7% | +8.1% | +7.5% |
| YTD | +26.3% | +7.4% | +18.9% | +21.2% |
| 1Y | +23.1% | -2.1% | +25.2% | +23.1% |
| 3Y | +15.0% | +62.9% | -48.0% | -10.5% |
| 5Y | +0.4% | +111.9% | -111.5% | -30.9% |
| 10Y | +130.7% | +652.2% | -521.5% | -13.2% |
| All | +42,297.2% | +13,853.7% | +28,443.5% | +5,900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling