+378.1%
BBY vs CFG
+361.3%
+16.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +4.5% | +3.2% | +1.3% | +3.1% |
| 30D | +16.8% | +5.1% | +11.7% | +14.6% |
| 3M | +23.2% | -11.2% | +34.5% | +29.7% |
| 6M | +91.9% | +9.6% | +82.4% | +84.3% |
| YTD | +61.6% | +15.0% | +46.7% | +51.4% |
| 1Y | +43.9% | +29.9% | +14.0% | +27.9% |
| 3Y | +88.6% | +192.1% | -103.4% | +17.6% |
| 5Y | -3.1% | +62.3% | -65.4% | -25.2% |
| 10Y | +290.2% | +219.2% | +71.0% | +102.4% |
| All | +378.1% | +361.3% | +16.8% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling