+291.5%
C vs BBY
+242.2%
+49.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | +2.0% | +5.8% | -3.8% | -0.4% |
| 3M | +4.4% | +18.0% | -13.6% | -2.7% |
| 6M | +28.3% | +39.8% | -11.5% | +10.5% |
| YTD | +20.5% | +35.4% | -14.9% | +4.8% |
| 1Y | +45.5% | +21.4% | +24.2% | +31.3% |
| 3Y | +274.0% | +39.5% | +234.5% | +205.6% |
| 5Y | +136.1% | -0.5% | +136.6% | +111.4% |
| All | +291.5% | +242.2% | +49.3% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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