+163.9%
CEG vs TSCO
-19.8%
+183.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -4.8% | -5.7% | +0.9% | -4.0% |
| 30D | +2.3% | -8.8% | +11.1% | +3.5% |
| 3M | +15.6% | +6.3% | +9.3% | +14.5% |
| 6M | -5.0% | -32.3% | +27.3% | +2.2% |
| YTD | -19.0% | -32.7% | +13.7% | -13.4% |
| 1Y | -10.0% | -43.7% | +33.7% | +0.7% |
| 3Y | +163.9% | -19.7% | +183.6% | +161.7% |
| All | +163.9% | -19.8% | +183.8% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling