-7.5%
TSCO vs CFG
+99.7%
-107.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.4% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -1.1% | -4.5% | +3.4% | 0.0% |
| 3M | +14.3% | +6.3% | +7.9% | +12.4% |
| 6M | -31.9% | +20.6% | -52.5% | -35.0% |
| YTD | -30.7% | +21.2% | -51.9% | -34.1% |
| 1Y | -41.1% | +38.2% | -79.3% | -45.8% |
| 3Y | -17.1% | +185.9% | -203.1% | -37.3% |
| 5Y | -7.5% | +97.0% | -104.5% | -24.3% |
| All | -7.5% | +99.7% | -107.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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