+246.5%
BBY vs CFG
+316.8%
-70.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +9.4% | -4.6% | +14.0% | +11.6% |
| 3M | +19.3% | +6.7% | +12.7% | +15.9% |
| 6M | +47.9% | +22.1% | +25.8% | +35.2% |
| YTD | +39.6% | +23.2% | +16.4% | +26.7% |
| 1Y | +22.2% | +40.3% | -18.1% | +4.7% |
| 3Y | +45.0% | +187.9% | -142.9% | -9.8% |
| 5Y | +2.6% | +102.0% | -99.4% | -28.1% |
| All | +246.5% | +316.8% | -70.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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