+23.1%
SBUX vs CTVA
+22.4%
+0.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -3.1% | +4.9% | -8.1% | -3.7% |
| 30D | -0.9% | +11.9% | -12.8% | -2.2% |
| 3M | +11.6% | +13.7% | -2.1% | +9.2% |
| 6M | +8.8% | +13.1% | -4.4% | +6.1% |
| YTD | +26.3% | +32.0% | -5.6% | +19.5% |
| 1Y | +23.1% | +22.1% | +1.1% | +15.9% |
| All | +23.1% | +22.4% | +0.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling