+56.1%
CDE vs TSCO
+185.7%
-129.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -3.1% | -5.7% | +2.6% | -1.4% |
| 30D | +9.5% | -8.8% | +18.2% | +12.6% |
| 3M | +25.5% | +6.3% | +19.2% | +22.5% |
| 6M | -7.9% | -32.3% | +24.4% | +3.8% |
| YTD | +15.6% | -32.7% | +48.3% | +30.2% |
| 1Y | +34.0% | -43.7% | +77.7% | +59.9% |
| 3Y | +791.9% | -19.7% | +811.6% | +834.5% |
| 5Y | +197.7% | -11.6% | +209.3% | +198.4% |
| All | +56.1% | +185.7% | -129.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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