+278.2%
BBY vs CF
+5,315.1%
-5,036.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.2% | -3.2% | +7.3% | +4.7% |
| 30D | +17.8% | +4.3% | +13.5% | +16.3% |
| 3M | +25.8% | +2.8% | +23.0% | +24.1% |
| 6M | +73.8% | +0.6% | +73.2% | +71.1% |
| YTD | +54.7% | +56.6% | -1.9% | +34.9% |
| 1Y | +33.4% | +49.6% | -16.2% | +17.4% |
| 3Y | +72.2% | +61.5% | +10.7% | +46.1% |
| 5Y | -2.5% | +124.0% | -126.5% | -26.7% |
| 10Y | +275.2% | +573.2% | -298.0% | +104.4% |
| All | +278.2% | +5,315.1% | -5,036.9% | +1.1% |
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 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