+145.0%
SBUX vs CVE
+149.3%
-4.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | +1.6% | +5.9% | -4.4% | +0.6% |
| 30D | +14.8% | -10.9% | +25.7% | +16.6% |
| 3M | -0.8% | -4.5% | +3.7% | -0.5% |
| 6M | +2.2% | -1.0% | +3.2% | +1.6% |
| YTD | +29.5% | +74.7% | -45.3% | +16.5% |
| 1Y | +27.0% | +65.8% | -38.8% | +15.2% |
| 3Y | +10.9% | +73.2% | -62.3% | -1.9% |
| 5Y | +7.4% | +155.6% | -148.2% | -13.4% |
| All | +145.0% | +149.3% | -4.3% | +53.7% |
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