+181.2%
TSCO vs CPB
-45.3%
+226.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.7% | -1.8% | -3.9% | -5.3% |
| 30D | -8.8% | -7.1% | -1.7% | -7.3% |
| 3M | +6.3% | -6.0% | +12.4% | +7.7% |
| 6M | -32.3% | -5.3% | -27.0% | -31.6% |
| YTD | -32.7% | -20.8% | -11.9% | -29.4% |
| 1Y | -43.7% | -33.8% | -9.8% | -38.6% |
| 3Y | -19.7% | -43.7% | +24.1% | -10.2% |
| 5Y | -11.6% | -40.7% | +29.1% | -2.2% |
| All | +181.2% | -45.3% | +226.5% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling