+247.9%
CB vs BBY
+285.7%
-37.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | 0.0% | +4.0% | -4.0% | -0.7% |
| 30D | +7.4% | +17.6% | -10.2% | +4.3% |
| 3M | +8.6% | +25.9% | -17.3% | +4.1% |
| 6M | +16.1% | +85.1% | -69.0% | +3.3% |
| YTD | +20.2% | +60.6% | -40.4% | +9.3% |
| 1Y | +27.2% | +40.2% | -13.0% | +18.5% |
| 3Y | +72.7% | +86.6% | -14.0% | +46.2% |
| 5Y | +105.9% | -3.7% | +109.6% | +97.7% |
| All | +247.9% | +285.7% | -37.7% | +165.5% |
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