+88.6%
BBY vs CRL
+97.9%
-9.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | +4.5% | +0.1% | +4.3% | +4.5% |
| 30D | +16.8% | +11.9% | +4.9% | +12.7% |
| 3M | +23.2% | +20.2% | +3.1% | +16.3% |
| 6M | +91.9% | +107.5% | -15.6% | +54.5% |
| YTD | +61.6% | +69.4% | -7.8% | +36.1% |
| 1Y | +43.9% | +99.7% | -55.8% | +15.2% |
| 3Y | +88.6% | +98.8% | -10.1% | +29.6% |
| All | +88.6% | +97.9% | -9.3% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling