+52.1%
SBUX vs CTVA
+208.7%
-156.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -5.5% | -4.5% | -1.0% | -3.9% |
| 30D | -8.5% | +11.3% | -19.8% | -12.0% |
| 3M | -2.9% | +12.3% | -15.2% | -7.5% |
| 6M | -1.5% | +7.2% | -8.7% | -4.9% |
| YTD | +19.4% | +26.0% | -6.6% | +8.4% |
| 1Y | +22.9% | +16.0% | +6.9% | +14.6% |
| 3Y | +11.3% | +73.9% | -62.6% | -12.3% |
| 5Y | -6.9% | +103.8% | -110.6% | -32.7% |
| All | +52.1% | +208.7% | -156.6% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling