+48,339.6%
TSCO vs CLX
+1,506.4%
+46,833.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.1% |
| 7D | -2.5% | -4.9% | +2.5% | -1.3% |
| 30D | -1.1% | -15.8% | +14.7% | +3.1% |
| 3M | +14.3% | -7.9% | +22.2% | +16.4% |
| 6M | -31.9% | -19.0% | -12.8% | -28.6% |
| YTD | -30.7% | -7.9% | -22.7% | -29.6% |
| 1Y | -41.1% | -25.4% | -15.7% | -37.1% |
| 3Y | -17.1% | -35.0% | +17.9% | -9.3% |
| 5Y | -7.5% | -36.8% | +29.2% | +0.7% |
| 10Y | +192.6% | -1.4% | +194.0% | +182.4% |
| All | +48,339.6% | +1,506.4% | +46,833.2% | +46,094.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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