+152.8%
SBUX vs CVE
+144.4%
+8.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +19.1% | -10.8% | +29.9% | +20.9% |
| 3M | +3.6% | -4.3% | +8.0% | +3.9% |
| 6M | +5.1% | -1.5% | +6.6% | +4.5% |
| YTD | +32.9% | +70.7% | -37.8% | +20.0% |
| 1Y | +30.4% | +58.1% | -27.7% | +19.2% |
| 3Y | +13.0% | +69.8% | -56.9% | +0.2% |
| 5Y | +10.5% | +148.9% | -138.4% | -10.5% |
| 10Y | +152.8% | +143.5% | +9.2% | +59.3% |
| All | +152.8% | +144.4% | +8.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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