+639.5%
CEG vs TSCO
-14.0%
+653.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.6% |
| 7D | +8.0% | +0.8% | +7.2% | +7.8% |
| 30D | +12.9% | +5.5% | +7.5% | +11.5% |
| 3M | +13.2% | +20.0% | -6.8% | +7.8% |
| 6M | -7.0% | -29.8% | +22.8% | +2.3% |
| YTD | -15.0% | -28.7% | +13.7% | -7.7% |
| 1Y | -2.7% | -40.9% | +38.2% | +12.0% |
| 3Y | +184.1% | -15.9% | +200.0% | +179.3% |
| All | +639.5% | -14.0% | +653.5% | +574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling