-29.4%
TSCO vs CLBK
+65.7%
-95.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | +15.7% | +4.6% | +11.1% | +14.0% |
| 30D | +16.4% | -1.5% | +17.9% | +16.8% |
| 3M | +11.2% | +4.4% | +6.8% | +9.1% |
| 6M | +14.9% | +31.7% | -16.8% | +2.0% |
| YTD | -25.4% | +58.7% | -84.1% | -37.7% |
| 1Y | -29.4% | +64.9% | -94.2% | -42.3% |
| All | -29.4% | +65.7% | -95.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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