+5,396.4%
CL vs BBY
+89,001.1%
-83,604.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -0.8% | +3.7% | -4.5% | -1.1% |
| 30D | +9.5% | +20.9% | -11.4% | +7.9% |
| 3M | +6.8% | +27.6% | -20.8% | +4.7% |
| 6M | +14.3% | +86.9% | -72.6% | +8.6% |
| YTD | +27.0% | +63.3% | -36.3% | +21.7% |
| 1Y | +26.3% | +42.6% | -16.3% | +22.3% |
| 3Y | +39.3% | +89.8% | -50.5% | +30.4% |
| 5Y | +41.5% | -0.1% | +41.6% | +37.9% |
| 10Y | +84.1% | +294.3% | -210.2% | +58.8% |
| All | +5,396.4% | +89,001.1% | -83,604.7% | +2,570.9% |
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 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