+240.6%
TSCO vs CFG
+396.4%
-155.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.8% | +1.5% | -0.8% | +0.4% |
| 30D | +5.5% | -3.8% | +9.3% | +6.4% |
| 3M | +20.0% | +11.5% | +8.5% | +16.8% |
| 6M | -29.8% | +19.2% | -49.0% | -32.7% |
| YTD | -28.7% | +23.7% | -52.4% | -32.4% |
| 1Y | -40.9% | +38.8% | -79.8% | -45.5% |
| 3Y | -15.9% | +178.9% | -194.8% | -35.3% |
| 5Y | -3.5% | +101.8% | -105.2% | -21.9% |
| 10Y | +142.2% | +317.3% | -175.1% | +50.2% |
| All | +240.6% | +396.4% | -155.8% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling