+3.0%
SBUX vs CVE
+142.8%
-139.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.7% | -16.1% | +17.8% | +4.1% |
| 30D | +12.6% | -10.4% | +23.0% | +14.1% |
| 3M | +0.8% | -2.4% | +3.2% | +0.6% |
| 6M | +0.2% | -4.4% | +4.6% | 0.0% |
| YTD | +27.4% | +64.9% | -37.5% | +15.3% |
| 1Y | +31.5% | +66.0% | -34.5% | +18.6% |
| 3Y | +9.3% | +57.7% | -48.4% | -3.8% |
| All | +3.0% | +142.8% | -139.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling