+237.8%
BBY vs CF
+589.1%
-351.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | +8.1% | -0.9% | +9.0% | +8.3% |
| 30D | +8.9% | +18.1% | -9.1% | +4.6% |
| 3M | +22.0% | +23.4% | -1.3% | +15.7% |
| 6M | +37.8% | +17.1% | +20.7% | +29.6% |
| YTD | +37.3% | +76.2% | -38.9% | +15.6% |
| 1Y | +21.6% | +62.3% | -40.7% | +4.3% |
| 3Y | +41.5% | +71.8% | -30.3% | +17.0% |
| 5Y | +1.2% | +234.6% | -233.3% | -35.3% |
| 10Y | +237.8% | +574.3% | -336.5% | +88.3% |
| All | +237.8% | +589.1% | -351.4% | +88.3% |
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