+57.3%
CL vs BBY
+236.2%
-178.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.3% |
| 7D | -2.3% | +1.2% | -3.5% | -2.4% |
| 30D | -5.5% | +6.8% | -12.3% | -6.2% |
| 3M | +0.8% | +18.7% | -17.9% | -1.2% |
| 6M | -4.2% | +37.3% | -41.5% | -7.9% |
| YTD | +13.4% | +35.3% | -21.9% | +9.1% |
| 1Y | +7.1% | +20.7% | -13.6% | +4.1% |
| 3Y | +29.0% | +39.4% | -10.4% | +21.2% |
| 5Y | +28.3% | -1.5% | +29.8% | +23.9% |
| 10Y | +57.3% | +239.8% | -182.5% | +36.8% |
| All | +57.3% | +236.2% | -178.9% | +36.8% |
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