-10.4%
TSCO vs CAG
-43.1%
+32.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -5.7% | -5.7% | 0.0% | -4.0% |
| 30D | -8.8% | -2.4% | -6.4% | -8.1% |
| 3M | +6.3% | +9.8% | -3.5% | +3.1% |
| 6M | -32.3% | -10.8% | -21.4% | -30.4% |
| YTD | -32.7% | -10.8% | -21.9% | -30.9% |
| 1Y | -43.7% | -19.0% | -24.7% | -40.7% |
| 3Y | -19.7% | -39.7% | +20.0% | -9.4% |
| All | -10.4% | -43.1% | +32.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling