+39.7%
CL vs BBY
+91.7%
-52.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.2% | +0.9% |
| 7D | +0.5% | +10.5% | -10.0% | -0.2% |
| 30D | +11.6% | +22.1% | -10.6% | +10.0% |
| 3M | +5.6% | +31.0% | -25.4% | +3.7% |
| 6M | +13.2% | +83.2% | -70.1% | +9.1% |
| YTD | +26.9% | +65.1% | -38.2% | +22.9% |
| 1Y | +27.3% | +41.6% | -14.3% | +24.3% |
| 3Y | +39.7% | +95.6% | -55.9% | +39.7% |
| All | +39.7% | +91.7% | -52.0% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling