+216.7%
TSCO vs CLBK
+64.7%
+152.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | -1.1% | +6.7% | -7.8% | -2.6% |
| 3M | +14.3% | +21.2% | -6.9% | +9.0% |
| 6M | -31.9% | +42.0% | -73.9% | -37.5% |
| YTD | -30.7% | +63.3% | -93.9% | -38.5% |
| 1Y | -41.1% | +65.4% | -106.5% | -48.0% |
| 3Y | -17.1% | +52.5% | -69.6% | -27.0% |
| 5Y | -7.5% | +42.0% | -49.5% | -20.6% |
| All | +216.7% | +64.7% | +152.0% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling