-17.3%
TSCO vs CME
+52.6%
-69.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | -2.5% | -0.6% | -1.8% | -2.4% |
| 30D | -1.1% | +4.7% | -5.8% | -1.5% |
| 3M | +14.3% | +7.8% | +6.4% | +13.5% |
| 6M | -31.9% | -11.0% | -20.9% | -31.2% |
| YTD | -30.7% | +4.0% | -34.7% | -30.8% |
| 1Y | -41.1% | +9.1% | -50.2% | -41.3% |
| All | -17.3% | +52.6% | -69.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 3y: compounded portfolio wealth divided by compounded CME 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…
3y analysis · Full analysis span regression · 6 months rolling