+303.4%
BBY vs CF
+5,310.1%
-5,006.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +10.5% | -0.9% | +11.4% | +10.6% |
| 30D | +22.1% | +6.9% | +15.2% | +20.0% |
| 3M | +31.0% | +4.8% | +26.1% | +28.7% |
| 6M | +83.2% | +4.7% | +78.5% | +78.8% |
| YTD | +65.1% | +56.5% | +8.6% | +43.9% |
| 1Y | +41.6% | +48.4% | -6.8% | +24.9% |
| 3Y | +95.6% | +59.1% | +36.4% | +66.6% |
| 5Y | +1.0% | +109.5% | -108.6% | -22.8% |
| 10Y | +296.9% | +487.0% | -190.1% | +123.3% |
| All | +303.4% | +5,310.1% | -5,006.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling