+34.5%
BBY vs CAPR
+47.4%
-12.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.3% | -0.3% | +8.0% |
| 7D | +4.5% | +43.2% | -38.6% | +4.6% |
| 30D | +16.0% | +14.7% | +1.3% | +16.0% |
| 3M | +18.6% | +113.9% | -95.3% | +19.0% |
| 6M | +80.1% | -73.4% | +153.4% | +79.6% |
| YTD | +57.4% | -69.1% | +126.5% | +57.1% |
| 1Y | +34.5% | +47.2% | -12.7% | +34.8% |
| All | +34.5% | +47.4% | -12.9% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling