+1.3%
BBY vs CAG
-43.1%
+44.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +0.6% | -5.7% | +6.3% | +2.5% |
| 30D | +9.4% | -2.4% | +11.8% | +10.2% |
| 3M | +19.3% | +9.8% | +9.5% | +15.6% |
| 6M | +47.9% | -10.8% | +58.8% | +52.6% |
| YTD | +39.6% | -10.8% | +50.4% | +43.2% |
| 1Y | +22.2% | -19.0% | +41.1% | +29.1% |
| 3Y | +45.0% | -39.7% | +84.7% | +65.1% |
| All | +1.3% | -43.1% | +44.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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