-41.3%
TSCO vs CL
+7.6%
-48.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.0% |
| 30D | -4.4% | -4.8% | +0.4% | -2.2% |
| 3M | +9.7% | -1.7% | +11.4% | +10.3% |
| 6M | -32.4% | -3.8% | -28.6% | -31.9% |
| YTD | -31.7% | +13.3% | -44.9% | -34.9% |
| 1Y | -41.3% | +8.3% | -49.6% | -43.8% |
| All | -41.3% | +7.6% | -48.9% | -43.8% |
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