+207.2%
C vs BBY
+285.7%
-78.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.5% |
| 7D | +4.7% | +4.0% | +0.7% | +3.2% |
| 30D | +0.2% | +17.6% | -17.4% | -6.0% |
| 3M | -9.3% | +25.9% | -35.2% | -17.6% |
| 6M | -0.8% | +85.1% | -86.0% | -23.4% |
| YTD | +8.5% | +60.6% | -52.1% | -12.0% |
| 1Y | +23.1% | +40.2% | -17.1% | +5.1% |
| 3Y | +220.8% | +86.6% | +134.1% | +132.7% |
| 5Y | +112.4% | -3.7% | +116.1% | +95.1% |
| All | +207.2% | +285.7% | -78.5% | +76.9% |
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