+22.9%
SBUX vs CTVA
+18.2%
+4.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -5.5% | -4.5% | -1.0% | -4.9% |
| 30D | -8.5% | +11.3% | -19.8% | -9.6% |
| 3M | -2.9% | +12.3% | -15.2% | -4.9% |
| 6M | -1.5% | +7.2% | -8.7% | -3.1% |
| YTD | +19.4% | +26.0% | -6.6% | +13.5% |
| 1Y | +22.9% | +16.0% | +6.9% | +15.7% |
| All | +22.9% | +18.2% | +4.7% | +15.7% |
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