+53,326.0%
TSCO vs CB
+7,090.7%
+46,235.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +6.8% | +0.7% | +6.1% | +6.6% |
| 30D | +11.3% | +8.2% | +3.1% | +9.0% |
| 3M | +9.1% | +6.3% | +2.8% | +7.3% |
| 6M | +24.2% | +16.2% | +8.0% | +19.0% |
| YTD | -23.5% | +19.3% | -42.9% | -27.4% |
| 1Y | -30.8% | +29.2% | -60.0% | -35.7% |
| 3Y | +0.1% | +71.4% | -71.4% | -14.5% |
| 5Y | -5.3% | +104.2% | -109.6% | -23.2% |
| 10Y | +220.4% | +246.7% | -26.3% | +118.7% |
| All | +53,326.0% | +7,090.7% | +46,235.3% | +22,429.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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