+46,929.1%
TSCO vs CMI
+8,604.7%
+38,324.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -5.7% | -0.7% | -4.9% | -5.5% |
| 30D | -8.8% | -12.4% | +3.6% | -5.8% |
| 3M | +6.3% | -14.8% | +21.1% | +10.0% |
| 6M | -32.3% | +0.8% | -33.1% | -33.4% |
| YTD | -32.7% | +10.2% | -42.9% | -35.6% |
| 1Y | -43.7% | +37.4% | -81.1% | -49.3% |
| 3Y | -19.7% | +153.3% | -172.9% | -39.0% |
| 5Y | -11.6% | +167.6% | -179.2% | -34.5% |
| 10Y | +184.1% | +514.4% | -330.3% | +66.6% |
| All | +46,929.1% | +8,604.7% | +38,324.5% | +13,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling