-10.3%
TSCO vs CME
+76.3%
-86.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | -4.4% | +6.2% | -10.5% | -5.7% |
| 3M | +9.7% | +4.4% | +5.3% | +8.5% |
| 6M | -32.4% | -9.6% | -22.8% | -30.8% |
| YTD | -31.7% | +3.8% | -35.4% | -32.6% |
| 1Y | -41.3% | +9.5% | -50.8% | -42.9% |
| 3Y | -18.3% | +51.9% | -70.2% | -29.1% |
| 5Y | -10.3% | +78.7% | -89.0% | -29.6% |
| All | -10.3% | +76.3% | -86.5% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling