+48,339.6%
TSCO vs CAG
+352.1%
+47,987.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | -2.5% | -6.6% | +4.1% | -0.8% |
| 30D | -1.1% | +2.3% | -3.4% | -1.7% |
| 3M | +14.3% | +16.3% | -2.0% | +9.9% |
| 6M | -31.9% | -16.0% | -15.9% | -29.2% |
| YTD | -30.7% | -7.7% | -23.0% | -29.7% |
| 1Y | -41.1% | -16.0% | -25.0% | -39.0% |
| 3Y | -17.1% | -37.7% | +20.6% | -8.7% |
| 5Y | -7.5% | -41.2% | +33.7% | +2.8% |
| 10Y | +192.6% | -33.8% | +226.4% | +203.8% |
| All | +48,339.6% | +352.1% | +47,987.5% | +26,896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling