+52,086.6%
TSCO vs CB
+7,142.4%
+44,944.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.1% | 0.0% | 0.0% | 0.0% |
| 30D | +8.7% | +7.4% | +1.3% | +6.6% |
| 3M | +1.2% | +8.6% | -7.4% | -1.0% |
| 6M | +21.6% | +16.1% | +5.4% | +16.5% |
| YTD | -25.3% | +20.2% | -45.5% | -29.2% |
| 1Y | -33.0% | +27.2% | -60.2% | -37.5% |
| 3Y | -2.3% | +72.7% | -74.9% | -16.7% |
| 5Y | -9.2% | +105.9% | -115.1% | -26.5% |
| 10Y | +202.2% | +248.1% | -45.8% | +106.1% |
| All | +52,086.6% | +7,142.4% | +44,944.2% | +21,862.4% |
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