-40.9%
TSCO vs CMS
-1.9%
-39.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +5.5% | -3.6% | +9.1% | +6.9% |
| 3M | +20.0% | -1.9% | +21.9% | +20.4% |
| 6M | -29.8% | -11.0% | -18.8% | -25.7% |
| YTD | -28.7% | +0.2% | -28.9% | -29.4% |
| 1Y | -40.9% | -1.3% | -39.6% | -41.0% |
| All | -40.9% | -1.9% | -39.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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