-1.5%
BBY vs CAPR
+76.3%
-77.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 3M | +18.7% | -66.8% | +85.5% | +19.1% |
| 6M | +37.3% | -71.8% | +109.1% | +37.8% |
| YTD | +35.3% | -70.1% | +105.4% | +35.7% |
| 1Y | +20.7% | +33.3% | -12.7% | +16.0% |
| 3Y | +39.4% | +36.7% | +2.7% | +26.6% |
| 5Y | -1.5% | +72.5% | -73.9% | -17.7% |
| All | -1.5% | +76.3% | -77.8% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling