+48,339.6%
TSCO vs CAH
+4,658.3%
+43,681.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.5% | -2.2% | -0.2% | -1.9% |
| 30D | -1.1% | +1.2% | -2.3% | -1.5% |
| 3M | +14.3% | +13.1% | +1.2% | +10.6% |
| 6M | -31.9% | +8.5% | -40.4% | -33.4% |
| YTD | -30.7% | +17.6% | -48.3% | -33.9% |
| 1Y | -41.1% | +60.7% | -101.7% | -48.4% |
| 3Y | -17.1% | +183.2% | -200.3% | -38.3% |
| 5Y | -7.5% | +402.2% | -409.7% | -41.4% |
| 10Y | +192.6% | +302.3% | -109.7% | +85.3% |
| All | +48,339.6% | +4,658.3% | +43,681.3% | +12,043.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling