-43.7%
TSCO vs CMI
+39.5%
-83.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -5.7% | -0.7% | -4.9% | -5.6% |
| 30D | -8.8% | -12.4% | +3.6% | -8.7% |
| 3M | +6.3% | -14.8% | +21.1% | +6.3% |
| 6M | -32.3% | +0.8% | -33.1% | -34.3% |
| YTD | -32.7% | +10.2% | -42.9% | -35.5% |
| 1Y | -43.7% | +37.4% | -81.1% | -46.9% |
| All | -43.7% | +39.5% | -83.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling