+45.0%
BBY vs CRS
+612.2%
-567.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | +0.6% | -6.8% | +7.3% | +1.7% |
| 30D | +9.4% | -16.1% | +25.5% | +12.3% |
| 3M | +19.3% | -21.2% | +40.5% | +23.2% |
| 6M | +47.9% | +8.7% | +39.2% | +43.9% |
| YTD | +39.6% | +41.0% | -1.4% | +28.7% |
| 1Y | +22.2% | +82.7% | -60.5% | +6.5% |
| 3Y | +45.0% | +604.8% | -559.8% | +3.3% |
| All | +45.0% | +612.2% | -567.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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