+40.6%
BBY vs CAPR
+36.9%
+3.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.4% |
| 7D | +1.2% | -12.6% | +13.8% | +1.3% |
| 30D | +6.8% | +124.4% | -117.6% | +6.2% |
| 3M | +18.7% | -66.8% | +85.5% | +19.0% |
| 6M | +37.3% | -71.8% | +109.1% | +37.6% |
| YTD | +35.3% | -70.1% | +105.4% | +35.5% |
| 1Y | +20.7% | +33.3% | -12.7% | +17.2% |
| All | +40.6% | +36.9% | +3.6% | +26.7% |
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