+0.1%
TSCO vs CL
+39.6%
-39.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +6.8% | +2.6% | +4.3% | +5.6% |
| 30D | +11.3% | +11.8% | -0.5% | +5.9% |
| 3M | +9.1% | +5.9% | +3.2% | +6.3% |
| 6M | +24.2% | +13.3% | +10.9% | +17.3% |
| YTD | -23.5% | +27.1% | -50.7% | -31.1% |
| 1Y | -30.8% | +28.0% | -58.8% | -37.8% |
| 3Y | +0.1% | +39.4% | -39.3% | -10.1% |
| All | +0.1% | +39.6% | -39.5% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling