+52,086.5%
TSCO vs CL
+2,330.0%
+49,756.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +8.7% | +9.5% | -0.8% | +5.9% |
| 3M | +1.2% | +6.6% | -5.4% | -0.6% |
| 6M | +21.6% | +13.2% | +8.3% | +17.2% |
| YTD | -25.3% | +26.9% | -52.2% | -30.3% |
| 1Y | -33.0% | +27.6% | -60.6% | -37.6% |
| 3Y | -2.3% | +39.1% | -41.4% | -11.5% |
| 5Y | -9.2% | +41.3% | -50.5% | -18.3% |
| 10Y | +202.2% | +83.9% | +118.3% | +151.1% |
| All | +52,086.5% | +2,330.0% | +49,756.6% | +17,974.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling