+3,913.0%
TSCO vs CME
+7,387.0%
-3,473.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | +1.7% | -2.9% | +4.5% | +2.5% |
| 30D | +2.8% | +5.5% | -2.7% | +1.2% |
| 3M | +17.9% | +11.0% | +6.9% | +14.0% |
| 6M | -28.6% | -9.7% | -18.9% | -26.9% |
| YTD | -28.0% | +4.9% | -32.9% | -29.6% |
| 1Y | -39.9% | +10.1% | -49.9% | -42.0% |
| 3Y | -14.0% | +53.5% | -67.5% | -25.5% |
| 5Y | -2.9% | +77.2% | -80.1% | -19.9% |
| 10Y | +199.5% | +282.1% | -82.6% | +88.9% |
| All | +3,913.0% | +7,387.0% | -3,473.9% | +1,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling