+49,750.0%
TSCO vs CI
+5,217.3%
+44,532.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +5.5% | +4.4% | +1.0% | +4.5% |
| 3M | +20.0% | +0.7% | +19.3% | +19.5% |
| 6M | -29.8% | +0.3% | -30.1% | -30.1% |
| YTD | -28.7% | +3.8% | -32.5% | -29.5% |
| 1Y | -40.9% | -5.5% | -35.4% | -40.9% |
| 3Y | -15.9% | +8.1% | -24.1% | -19.2% |
| 5Y | -3.5% | +42.8% | -46.3% | -12.9% |
| 10Y | +142.2% | +143.9% | -1.7% | +90.5% |
| All | +49,750.0% | +5,217.3% | +44,532.8% | +33,164.7% |
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 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