+51,830.1%
TSCO vs CI
+5,520.8%
+46,309.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +11.3% | +2.6% | +8.8% | +10.8% |
| 3M | +1.5% | +7.4% | -6.0% | 0.0% |
| 6M | +24.0% | -0.1% | +24.1% | +23.7% |
| YTD | -25.7% | +9.7% | -35.4% | -27.4% |
| 1Y | -33.6% | +12.1% | -45.7% | -35.4% |
| 3Y | -1.5% | +7.0% | -8.6% | -5.1% |
| 5Y | -9.6% | +49.7% | -59.3% | -19.1% |
| 10Y | +200.8% | +147.2% | +53.5% | +136.1% |
| All | +51,830.1% | +5,520.8% | +46,309.2% | +34,170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling