-33.6%
TSCO vs CL
+29.8%
-63.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.5% |
| 7D | +0.3% | +3.2% | -2.9% | -1.5% |
| 30D | +11.3% | +8.0% | +3.3% | +6.9% |
| 3M | +1.5% | +7.9% | -6.4% | -2.6% |
| 6M | +24.0% | +14.7% | +9.2% | +14.9% |
| YTD | -25.7% | +29.2% | -54.8% | -34.2% |
| 1Y | -33.6% | +29.5% | -63.1% | -41.2% |
| All | -33.6% | +29.8% | -63.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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