+181.2%
TSCO vs CAH
+294.8%
-113.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.7% | -5.1% | -0.6% | -4.5% |
| 30D | -8.8% | +0.2% | -8.9% | -8.9% |
| 3M | +6.3% | +6.3% | 0.0% | +4.7% |
| 6M | -32.3% | +9.4% | -41.7% | -33.8% |
| YTD | -32.7% | +15.0% | -47.7% | -35.2% |
| 1Y | -43.7% | +55.4% | -99.1% | -49.8% |
| 3Y | -19.7% | +173.8% | -193.5% | -38.7% |
| 5Y | -11.6% | +395.2% | -406.8% | -42.8% |
| All | +181.2% | +294.8% | -113.6% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling