-32.4%
TSCO vs CMI
-0.3%
-32.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.5% |
| 7D | -3.1% | +0.8% | -4.0% | -3.0% |
| 30D | -4.4% | -12.8% | +8.4% | -5.4% |
| 3M | +9.7% | -12.4% | +22.1% | +8.1% |
| 6M | -32.4% | -0.9% | -31.5% | -37.6% |
| All | -32.4% | -0.3% | -32.2% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling