+51,830.1%
TSCO vs CP
+8,859.5%
+42,970.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | +2.1% | -1.9% | -0.4% |
| 30D | +11.3% | +9.3% | +2.0% | +8.2% |
| 3M | +1.5% | +0.5% | +1.0% | +1.3% |
| 6M | +24.0% | +10.4% | +13.5% | +19.8% |
| YTD | -25.7% | +28.7% | -54.4% | -32.0% |
| 1Y | -33.6% | +33.2% | -66.7% | -39.9% |
| 3Y | -1.5% | +38.4% | -40.0% | -12.9% |
| 5Y | -9.6% | +26.2% | -35.8% | -18.3% |
| 10Y | +200.8% | +258.4% | -57.6% | +91.6% |
| All | +51,830.1% | +8,859.5% | +42,970.6% | +19,051.0% |
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