+223.3%
BBY vs CAPR
-99.1%
+322.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.2% |
| 7D | +9.5% | -2.0% | +11.5% | +9.5% |
| 30D | +6.8% | +139.2% | -132.4% | +6.1% |
| 3M | +28.9% | -66.4% | +95.2% | +29.2% |
| 6M | +37.8% | -63.1% | +100.9% | +38.0% |
| YTD | +38.7% | -67.4% | +106.2% | +39.0% |
| 1Y | +23.7% | +58.2% | -34.6% | +20.3% |
| 3Y | +39.1% | +42.2% | -3.1% | +34.3% |
| 5Y | -0.4% | +87.3% | -87.7% | -4.4% |
| 10Y | +234.0% | -75.3% | +309.3% | +214.0% |
| All | +223.3% | -99.1% | +322.4% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling