+89.6%
CL vs BBY
+288.1%
-198.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +3.2% | +4.5% | -1.2% | +2.7% |
| 30D | +8.0% | +16.8% | -8.8% | +6.1% |
| 3M | +7.9% | +23.2% | -15.3% | +5.2% |
| 6M | +14.7% | +91.9% | -77.2% | +6.2% |
| YTD | +29.2% | +61.6% | -32.5% | +21.5% |
| 1Y | +29.5% | +43.9% | -14.4% | +23.5% |
| 3Y | +40.7% | +88.6% | -48.0% | +27.1% |
| 5Y | +43.9% | -3.1% | +46.9% | +39.9% |
| All | +89.6% | +288.1% | -198.5% | +60.4% |
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