-19.7%
TSCO vs CAH
+176.8%
-196.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.7% | -5.1% | -0.6% | -5.0% |
| 30D | -8.8% | +0.2% | -8.9% | -8.8% |
| 3M | +6.3% | +6.3% | 0.0% | +5.4% |
| 6M | -32.3% | +9.4% | -41.7% | -33.2% |
| YTD | -32.7% | +15.0% | -47.7% | -34.1% |
| 1Y | -43.7% | +55.4% | -99.1% | -47.0% |
| 3Y | -19.7% | +173.8% | -193.5% | -31.2% |
| All | -19.7% | +176.8% | -196.4% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling