+123.9%
SBUX vs CVS
+41.0%
+82.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -5.5% | -2.2% | -3.3% | -4.9% |
| 30D | -8.5% | -0.1% | -8.4% | -8.5% |
| 3M | -2.9% | -5.2% | +2.3% | -1.7% |
| 6M | -1.5% | +26.9% | -28.4% | -8.8% |
| YTD | +19.4% | +22.1% | -2.7% | +11.0% |
| 1Y | +22.9% | +30.8% | -7.8% | +11.7% |
| 3Y | +11.3% | +54.4% | -43.1% | -6.3% |
| 5Y | -6.9% | +33.4% | -40.2% | -18.5% |
| All | +123.9% | +41.0% | +82.9% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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