+41.5%
BBY vs CP
+20.4%
+21.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +8.1% | +2.4% | +5.7% | +6.6% |
| 30D | +8.9% | -0.5% | +9.5% | +9.1% |
| 3M | +22.0% | +1.4% | +20.6% | +20.5% |
| 6M | +37.8% | +10.3% | +27.5% | +28.5% |
| YTD | +37.3% | +24.3% | +13.0% | +17.2% |
| 1Y | +21.6% | +20.4% | +1.1% | +5.9% |
| 3Y | +41.5% | +21.8% | +19.7% | +18.1% |
| All | +41.5% | +20.4% | +21.1% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling