+49,750.0%
TSCO vs CL
+2,090.9%
+47,659.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +0.8% | -2.2% | +3.0% | +1.4% |
| 30D | +5.5% | -4.8% | +10.3% | +7.0% |
| 3M | +20.0% | +4.9% | +15.0% | +18.1% |
| 6M | -29.8% | -5.7% | -24.1% | -28.7% |
| YTD | -28.7% | +14.4% | -43.0% | -31.5% |
| 1Y | -40.9% | +8.7% | -49.7% | -42.5% |
| 3Y | -15.9% | +30.0% | -45.9% | -22.4% |
| 5Y | -3.5% | +28.4% | -31.8% | -10.8% |
| 10Y | +142.2% | +50.1% | +92.1% | +112.3% |
| All | +49,750.0% | +2,090.9% | +47,659.2% | +17,680.5% |
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