+310.4%
BBY vs CFG
+396.4%
-85.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | +9.5% | +1.5% | +8.0% | +8.8% |
| 30D | +6.8% | -3.8% | +10.7% | +8.6% |
| 3M | +28.9% | +11.5% | +17.4% | +22.8% |
| 6M | +37.8% | +19.2% | +18.6% | +27.2% |
| YTD | +38.7% | +23.7% | +15.0% | +25.8% |
| 1Y | +23.7% | +38.8% | -15.2% | +6.6% |
| 3Y | +39.1% | +178.9% | -139.8% | -12.2% |
| 5Y | -0.4% | +101.8% | -102.2% | -30.1% |
| 10Y | +234.0% | +317.3% | -83.3% | +55.1% |
| All | +310.4% | +396.4% | -85.9% | +77.2% |
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