-34.8%
TSCO vs CAI
-9.9%
-24.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.6% |
| 7D | -5.7% | -2.9% | -2.7% | -5.4% |
| 30D | -8.8% | +9.3% | -18.1% | -9.8% |
| 3M | +6.3% | +35.2% | -28.9% | +2.4% |
| 6M | -32.3% | +30.7% | -63.0% | -34.9% |
| YTD | -32.7% | -9.8% | -22.9% | -33.7% |
| 1Y | -43.7% | -28.9% | -14.8% | -43.9% |
| All | -34.8% | -9.9% | -24.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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