+40.6%
BBY vs CFG
+182.2%
-141.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +6.8% | -4.5% | +11.3% | +9.0% |
| 3M | +18.7% | +6.3% | +12.4% | +15.1% |
| 6M | +37.3% | +20.6% | +16.7% | +25.0% |
| YTD | +35.3% | +21.2% | +14.1% | +22.5% |
| 1Y | +20.7% | +38.2% | -17.5% | +2.2% |
| All | +40.6% | +182.2% | -141.7% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling