+1.6%
SBUX vs CVE
+317.2%
-315.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -3.1% | +2.5% | -5.6% | -3.5% |
| 30D | -0.9% | +16.7% | -17.6% | -3.2% |
| 3M | +11.6% | +9.3% | +2.3% | +9.9% |
| 6M | +8.8% | +43.6% | -34.8% | +2.3% |
| YTD | +26.3% | +93.6% | -67.3% | +12.8% |
| 1Y | +23.1% | +98.8% | -75.6% | +9.1% |
| 3Y | +15.0% | +73.6% | -58.6% | +0.8% |
| All | +1.6% | +317.2% | -315.7% | -15.3% |
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 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