-2.1%
BBY vs CFG
+63.2%
-65.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | +3.7% | -0.8% | +4.5% | +4.2% |
| 30D | +20.9% | +3.1% | +17.8% | +19.4% |
| 3M | +27.6% | -9.7% | +37.3% | +33.9% |
| 6M | +86.9% | +6.7% | +80.2% | +80.8% |
| YTD | +63.3% | +15.2% | +48.2% | +51.8% |
| 1Y | +42.6% | +28.8% | +13.8% | +25.5% |
| 3Y | +89.8% | +190.1% | -100.3% | +13.4% |
| All | -2.1% | +63.2% | -65.3% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling