+70,760.1%
BBY vs CAG
+588.0%
+70,172.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +1.2% | -6.6% | +7.8% | +3.2% |
| 30D | +6.8% | +2.3% | +4.5% | +6.1% |
| 3M | +18.7% | +16.3% | +2.4% | +13.4% |
| 6M | +37.3% | -16.0% | +53.3% | +43.8% |
| YTD | +35.3% | -7.7% | +43.0% | +37.5% |
| 1Y | +20.7% | -16.0% | +36.7% | +25.8% |
| 3Y | +39.4% | -37.7% | +77.1% | +56.7% |
| 5Y | -1.5% | -41.2% | +39.7% | +11.8% |
| 10Y | +239.8% | -33.8% | +273.6% | +259.5% |
| All | +70,760.1% | +588.0% | +70,172.0% | +32,028.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling