+459.7%
CMS vs BBY
+75,590.7%
-75,131.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.4% |
| 7D | +0.4% | +9.5% | -9.1% | -0.4% |
| 30D | -3.6% | +6.8% | -10.4% | -4.2% |
| 3M | -1.9% | +28.9% | -30.8% | -4.0% |
| 6M | -11.0% | +37.8% | -48.8% | -13.5% |
| YTD | +0.2% | +38.7% | -38.5% | -2.8% |
| 1Y | -1.3% | +23.7% | -25.0% | -3.5% |
| 3Y | +35.9% | +39.1% | -3.2% | +30.3% |
| 5Y | +23.1% | -0.4% | +23.5% | +19.8% |
| 10Y | +117.9% | +234.0% | -116.1% | +89.1% |
| All | +459.7% | +75,590.7% | -75,131.0% | +214.5% |
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