-43.7%
TSCO vs CI
-5.7%
-38.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -8.8% | +1.8% | -10.5% | -8.9% |
| 3M | +6.3% | -4.2% | +10.6% | +6.6% |
| 6M | -32.3% | +8.8% | -41.1% | -32.6% |
| YTD | -32.7% | +3.7% | -36.4% | -32.9% |
| 1Y | -43.7% | -6.1% | -37.5% | -43.5% |
| All | -43.7% | -5.7% | -38.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling