-6.4%
SBUX vs CTVA
+102.0%
-108.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.2% | -4.7% | -1.6% | -4.9% |
| 30D | -6.4% | +11.1% | -17.5% | -9.3% |
| 3M | +1.0% | +13.7% | -12.7% | -3.4% |
| 6M | -0.4% | +11.2% | -11.6% | -4.4% |
| YTD | +20.0% | +26.9% | -6.9% | +10.2% |
| 1Y | +22.8% | +18.8% | +4.0% | +14.7% |
| 3Y | +12.3% | +75.9% | -63.6% | -7.7% |
| 5Y | -6.4% | +105.2% | -111.6% | -26.3% |
| All | -6.4% | +102.0% | -108.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling