+49,750.0%
TSCO vs CP
+8,597.9%
+41,152.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.6% |
| 30D | +5.5% | +0.2% | +5.3% | +5.3% |
| 3M | +20.0% | +2.6% | +17.4% | +18.8% |
| 6M | -29.8% | +6.0% | -35.8% | -31.4% |
| YTD | -28.7% | +24.9% | -53.6% | -34.1% |
| 1Y | -40.9% | +20.1% | -61.0% | -44.7% |
| 3Y | -15.9% | +16.4% | -32.3% | -21.4% |
| 5Y | -3.5% | +31.7% | -35.2% | -14.1% |
| 10Y | +142.2% | +223.9% | -81.6% | +59.0% |
| All | +49,750.0% | +8,597.9% | +41,152.1% | +18,456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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