-0.5%
BBY vs CG
+2.7%
-3.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +1.0% |
| 7D | +0.7% | -9.8% | +10.5% | +5.0% |
| 30D | +5.8% | -10.3% | +16.1% | +10.3% |
| 3M | +18.0% | -1.7% | +19.7% | +17.8% |
| 6M | +39.8% | -9.8% | +49.7% | +44.0% |
| YTD | +35.4% | -25.6% | +61.0% | +50.5% |
| 1Y | +21.4% | -32.5% | +53.9% | +40.2% |
| 3Y | +39.5% | +45.6% | -6.1% | +11.1% |
| 5Y | -0.5% | +3.7% | -4.1% | -13.7% |
| All | -0.5% | +2.7% | -3.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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