-9.0%
TSCO vs CI
+46.1%
-55.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.3% |
| 6M | -31.9% | +4.3% | -36.2% | -32.8% |
| YTD | -30.7% | +2.8% | -33.5% | -31.5% |
| 1Y | -41.1% | -5.8% | -35.3% | -40.9% |
| 3Y | -17.1% | +4.7% | -21.9% | -20.3% |
| All | -9.0% | +46.1% | -55.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling