+3,154.0%
CLS vs BBY
+252.7%
+2,901.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.6% |
| 7D | +10.9% | +0.6% | +10.4% | +10.7% |
| 30D | +2.1% | +9.4% | -7.3% | -1.4% |
| 3M | -10.2% | +19.3% | -29.5% | -15.8% |
| 6M | +30.4% | +47.9% | -17.5% | +12.1% |
| YTD | +17.2% | +39.6% | -22.3% | +1.9% |
| 1Y | +41.0% | +22.2% | +18.8% | +28.6% |
| 3Y | +1,338.0% | +45.0% | +1,293.0% | +1,092.4% |
| 5Y | +3,860.6% | +2.6% | +3,858.0% | +3,470.3% |
| All | +3,154.0% | +252.7% | +2,901.3% | +2,386.1% |
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