-17.3%
TSCO vs CI
+4.5%
-21.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.3% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | +14.3% | -5.2% | +19.5% | +15.1% |
| 6M | -31.9% | +4.3% | -36.2% | -32.5% |
| YTD | -30.7% | +2.8% | -33.5% | -31.3% |
| 1Y | -41.1% | -5.8% | -35.3% | -40.9% |
| All | -17.3% | +4.5% | -21.8% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling