+28.1%
CL vs BBY
+0.9%
+27.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -1.4% | +8.1% | -9.5% | -2.0% |
| 30D | -5.2% | +8.9% | -14.1% | -5.9% |
| 3M | +3.3% | +22.0% | -18.7% | +1.7% |
| 6M | -4.4% | +37.8% | -42.2% | -6.9% |
| YTD | +13.9% | +37.3% | -23.4% | +10.9% |
| 1Y | +7.6% | +21.6% | -13.9% | +5.6% |
| 3Y | +29.6% | +41.5% | -11.9% | +24.2% |
| 5Y | +28.1% | +1.2% | +26.8% | +21.9% |
| All | +28.1% | +0.9% | +27.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling