-6.7%
SBUX vs CVS
+32.8%
-39.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 6M | -1.5% | +26.9% | -28.4% | -8.2% |
| YTD | +19.4% | +22.1% | -2.7% | +11.7% |
| 1Y | +22.9% | +30.8% | -7.8% | +12.6% |
| 3Y | +11.3% | +54.4% | -43.1% | -4.6% |
| All | -6.7% | +32.8% | -39.5% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling