+594.6%
BBY vs CG
+351.2%
+243.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.8% |
| 7D | +9.5% | -4.3% | +13.8% | +11.3% |
| 30D | +6.8% | -5.1% | +11.9% | +8.8% |
| 3M | +28.9% | +8.7% | +20.2% | +23.8% |
| 6M | +37.8% | -9.2% | +47.0% | +41.3% |
| YTD | +38.7% | -18.9% | +57.6% | +47.9% |
| 1Y | +23.7% | -25.6% | +49.3% | +35.9% |
| 3Y | +39.1% | +57.3% | -18.2% | +10.6% |
| 5Y | -0.4% | +10.2% | -10.6% | -13.0% |
| 10Y | +234.0% | +364.2% | -130.2% | +76.6% |
| All | +594.6% | +351.2% | +243.4% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling