+246.5%
BBY vs CRL
+256.1%
-9.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.1% | +2.4% |
| 7D | +0.6% | -3.5% | +4.1% | +1.9% |
| 30D | +9.4% | -2.1% | +11.5% | +10.1% |
| 3M | +19.3% | +48.0% | -28.6% | +2.0% |
| 6M | +47.9% | +64.7% | -16.8% | +20.1% |
| YTD | +39.6% | +39.5% | +0.1% | +19.8% |
| 1Y | +22.2% | +74.2% | -52.0% | -4.5% |
| 3Y | +45.0% | +39.4% | +5.6% | +15.0% |
| 5Y | +2.6% | -36.9% | +39.5% | +11.0% |
| All | +246.5% | +256.1% | -9.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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