+272.4%
BBY vs CP
+259.0%
+13.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.2% |
| 7D | +4.0% | +0.9% | +3.1% | +3.5% |
| 30D | +17.6% | +10.3% | +7.2% | +11.2% |
| 3M | +25.9% | +2.3% | +23.6% | +24.2% |
| 6M | +85.1% | +10.7% | +74.4% | +73.8% |
| YTD | +60.6% | +29.3% | +31.3% | +36.3% |
| 1Y | +40.2% | +31.5% | +8.7% | +17.7% |
| 3Y | +86.6% | +36.7% | +49.9% | +52.5% |
| 5Y | -3.7% | +26.8% | -30.5% | -19.8% |
| All | +272.4% | +259.0% | +13.3% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling