+274.3%
BBY vs CAPR
-99.0%
+373.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.9% |
| 6M | +85.1% | -67.5% | +152.6% | +85.5% |
| YTD | +60.6% | -64.5% | +125.1% | +60.7% |
| 1Y | +40.2% | +74.4% | -34.3% | +36.2% |
| 3Y | +86.6% | +265.7% | -179.1% | +78.9% |
| 5Y | -3.7% | +196.0% | -199.7% | -7.9% |
| 10Y | +287.7% | -62.4% | +350.0% | +264.6% |
| All | +274.3% | -99.0% | +373.3% | +269.9% |
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 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