+274.7%
BBY vs CF
+479.1%
-204.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.5% | +4.8% | -0.3% | +3.3% |
| 30D | +16.8% | +4.7% | +12.1% | +15.3% |
| 3M | +23.2% | +7.4% | +15.8% | +20.5% |
| 6M | +91.9% | +0.6% | +91.3% | +89.4% |
| YTD | +61.6% | +64.1% | -2.5% | +37.2% |
| 1Y | +43.9% | +51.4% | -7.5% | +24.7% |
| 3Y | +88.6% | +67.8% | +20.8% | +55.4% |
| 5Y | -3.1% | +114.1% | -117.2% | -30.0% |
| All | +274.7% | +479.1% | -204.3% | +110.1% |
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