-7.5%
TSCO vs CMS
+23.1%
-30.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | -1.1% | -1.3% | +0.2% | -0.7% |
| 3M | +14.3% | -5.4% | +19.7% | +16.4% |
| 6M | -31.9% | -10.3% | -21.5% | -29.3% |
| YTD | -30.7% | -0.2% | -30.5% | -30.7% |
| 1Y | -41.1% | -0.9% | -40.2% | -41.0% |
| 3Y | -17.1% | +34.0% | -51.1% | -25.4% |
| 5Y | -7.5% | +23.6% | -31.1% | -15.1% |
| All | -7.5% | +23.1% | -30.6% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling