+495.4%
BBY vs CRL
+1,379.5%
-884.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.8% | +3.7% |
| 7D | +9.5% | -1.0% | +10.5% | +9.8% |
| 30D | +6.8% | +10.7% | -3.8% | +3.3% |
| 3M | +28.9% | +55.3% | -26.4% | +11.0% |
| 6M | +37.8% | +60.7% | -22.9% | +16.3% |
| YTD | +38.7% | +44.6% | -5.9% | +20.5% |
| 1Y | +23.7% | +77.7% | -54.1% | -0.1% |
| 3Y | +39.1% | +37.6% | +1.5% | +15.8% |
| 5Y | -0.4% | -35.8% | +35.4% | +2.2% |
| 10Y | +234.0% | +241.7% | -7.7% | +98.3% |
| All | +495.4% | +1,379.5% | -884.1% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling