+17,067.9%
TSCO vs COR
+17,211.5%
-143.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.2% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | +2.8% | +1.5% | +1.3% | +2.4% |
| 3M | +17.9% | +18.7% | -0.8% | +13.6% |
| 6M | -28.6% | -9.0% | -19.5% | -27.6% |
| YTD | -28.0% | -3.3% | -24.8% | -28.2% |
| 1Y | -39.9% | +9.8% | -49.7% | -41.6% |
| 3Y | -14.0% | +87.4% | -101.4% | -25.9% |
| 5Y | -2.9% | +180.5% | -183.4% | -23.3% |
| 10Y | +199.5% | +398.1% | -198.6% | +104.2% |
| All | +17,067.9% | +17,211.5% | -143.5% | +7,533.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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