+37.2%
BBY vs CAI
-11.0%
+48.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | +1.2% | -3.1% | +4.3% | +1.4% |
| 30D | +6.8% | +2.7% | +4.1% | +6.3% |
| 3M | +18.7% | +41.7% | -22.9% | +14.3% |
| 6M | +37.3% | +26.5% | +10.8% | +32.3% |
| YTD | +35.3% | -10.9% | +46.2% | +35.3% |
| 1Y | +20.7% | -29.2% | +49.9% | +23.6% |
| All | +37.2% | -11.0% | +48.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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