+274.5%
BBY vs CF
+494.2%
-219.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -2.6% |
| 7D | +10.9% | +4.8% | +6.1% | +9.5% |
| 30D | +19.6% | +9.7% | +9.9% | +16.8% |
| 3M | +27.6% | +1.2% | +26.4% | +26.4% |
| 6M | +79.4% | +7.4% | +72.1% | +73.9% |
| YTD | +61.7% | +60.5% | +1.2% | +38.0% |
| 1Y | +40.3% | +50.7% | -10.4% | +21.6% |
| 3Y | +87.9% | +64.8% | +23.1% | +55.4% |
| 5Y | +0.2% | +115.8% | -115.6% | -28.0% |
| 10Y | +274.5% | +481.0% | -206.6% | +117.0% |
| All | +274.5% | +494.2% | -219.7% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling