+4,850.5%
CL vs BBY
+75,590.7%
-70,740.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.7% |
| 7D | -2.2% | +9.5% | -11.7% | -2.9% |
| 30D | -4.8% | +6.8% | -11.7% | -5.4% |
| 3M | +4.9% | +28.9% | -23.9% | +2.8% |
| 6M | -5.7% | +37.8% | -43.5% | -8.3% |
| YTD | +14.4% | +38.7% | -24.4% | +11.1% |
| 1Y | +8.7% | +23.7% | -14.9% | +6.4% |
| 3Y | +30.0% | +39.1% | -9.1% | +24.7% |
| 5Y | +28.4% | -0.4% | +28.8% | +25.2% |
| 10Y | +50.1% | +234.0% | -183.9% | +31.2% |
| All | +4,850.5% | +75,590.7% | -70,740.3% | +2,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling