+14.8%
SBUX vs CVE
+67.9%
-53.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.8% |
| 7D | +4.8% | -10.1% | +14.9% | +6.2% |
| 30D | +20.6% | -12.1% | +32.7% | +22.4% |
| 3M | +4.3% | -1.9% | +6.1% | +3.7% |
| 6M | +5.5% | -1.8% | +7.4% | +4.6% |
| YTD | +32.3% | +65.8% | -33.5% | +17.1% |
| 1Y | +31.2% | +60.8% | -29.7% | +16.7% |
| 3Y | +14.8% | +70.1% | -55.3% | -7.1% |
| All | +14.8% | +67.9% | -53.1% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling