-43.7%
TSCO vs CLBK
+68.0%
-111.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -1.5% | -4.2% | -5.3% |
| 30D | -8.8% | -1.0% | -7.7% | -8.5% |
| 3M | +6.3% | +22.9% | -16.6% | -0.1% |
| 6M | -32.3% | +44.2% | -76.5% | -39.1% |
| YTD | -32.7% | +64.0% | -96.7% | -40.9% |
| 1Y | -43.7% | +65.7% | -109.4% | -50.8% |
| All | -43.7% | +68.0% | -111.6% | -50.8% |
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