+87.5%
BBY vs CAPR
+264.4%
-177.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.7% | +7.1% | -1.6% |
| 7D | +4.0% | +19.1% | -15.0% | +3.9% |
| 30D | +17.6% | +48.8% | -31.3% | +17.2% |
| 3M | +25.9% | +144.4% | -118.5% | +25.0% |
| 6M | +85.1% | -67.5% | +152.6% | +85.3% |
| YTD | +60.6% | -64.5% | +125.1% | +60.6% |
| 1Y | +40.2% | +74.4% | -34.3% | +35.4% |
| All | +87.5% | +264.4% | -177.0% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling