-2.9%
TSCO vs CL
+30.0%
-32.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.7% | -1.4% | +3.0% | +2.3% |
| 30D | +2.8% | -5.2% | +8.0% | +5.2% |
| 3M | +17.9% | +3.3% | +14.6% | +15.9% |
| 6M | -28.6% | -4.4% | -24.2% | -27.4% |
| YTD | -28.0% | +13.9% | -42.0% | -32.2% |
| 1Y | -39.9% | +7.6% | -47.5% | -42.0% |
| 3Y | -14.0% | +29.6% | -43.6% | -24.3% |
| 5Y | -2.9% | +28.1% | -31.0% | -10.3% |
| All | -2.9% | +30.0% | -32.9% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling