+57.2%
SBUX vs CTVA
+216.1%
-158.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.6% |
| 7D | -3.9% | -2.1% | -1.8% | -3.2% |
| 30D | -2.8% | +12.0% | -14.9% | -6.8% |
| 3M | +8.2% | +13.5% | -5.3% | +2.7% |
| 6M | +4.3% | +12.1% | -7.9% | -1.0% |
| YTD | +23.3% | +29.0% | -5.7% | +11.1% |
| 1Y | +24.3% | +18.9% | +5.4% | +14.8% |
| 3Y | +15.5% | +78.9% | -63.4% | -10.0% |
| 5Y | -2.7% | +105.2% | -107.9% | -29.9% |
| All | +57.2% | +216.1% | -158.9% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling