+246.5%
BBY vs CAPR
-78.4%
+325.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.1% |
| 7D | +0.6% | -11.0% | +11.5% | +0.8% |
| 30D | +9.4% | +99.8% | -90.4% | +8.0% |
| 3M | +19.3% | -66.6% | +85.9% | +20.0% |
| 6M | +47.9% | -75.1% | +123.0% | +49.3% |
| YTD | +39.6% | -71.0% | +110.6% | +40.4% |
| 1Y | +22.2% | +30.0% | -7.8% | +15.2% |
| 3Y | +45.0% | +29.0% | +16.0% | +32.6% |
| 5Y | +2.6% | +70.8% | -68.2% | -8.1% |
| All | +246.5% | -78.4% | +325.0% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling