-43.7%
TSCO vs CPB
-33.6%
-10.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.7% | -1.8% | -3.9% | -5.2% |
| 30D | -8.8% | -7.1% | -1.7% | -6.8% |
| 3M | +6.3% | -6.0% | +12.4% | +8.1% |
| 6M | -32.3% | -5.3% | -27.0% | -31.5% |
| YTD | -32.7% | -20.8% | -11.9% | -29.0% |
| 1Y | -43.7% | -33.8% | -9.8% | -39.3% |
| All | -43.7% | -33.6% | -10.0% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling