-43.7%
TSCO vs CAG
-18.8%
-24.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -5.7% | -5.7% | 0.0% | -3.9% |
| 30D | -8.8% | -2.4% | -6.4% | -8.0% |
| 3M | +6.3% | +9.8% | -3.5% | +2.9% |
| 6M | -32.3% | -10.8% | -21.4% | -31.0% |
| YTD | -32.7% | -10.8% | -21.9% | -30.9% |
| 1Y | -43.7% | -19.0% | -24.7% | -42.7% |
| All | -43.7% | -18.8% | -24.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling