+52,243.3%
TSCO vs CP
+8,823.4%
+43,419.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +9.8% | +9.6% | +0.2% | +6.7% |
| 3M | +4.8% | +2.2% | +2.6% | +4.0% |
| 6M | +23.3% | +11.1% | +12.2% | +18.9% |
| YTD | -25.1% | +28.2% | -53.3% | -31.3% |
| 1Y | -32.7% | +32.2% | -64.9% | -39.0% |
| 3Y | -2.0% | +35.5% | -37.5% | -12.7% |
| 5Y | -7.8% | +26.8% | -34.6% | -16.8% |
| 10Y | +203.2% | +256.9% | -53.8% | +93.4% |
| All | +52,243.3% | +8,823.4% | +43,419.9% | +19,229.2% |
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