-1.5%
TSCO vs CPB
-35.1%
+33.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.5% |
| 7D | +0.3% | -1.6% | +1.8% | +0.7% |
| 30D | +11.3% | +19.2% | -7.9% | +5.6% |
| 3M | +1.5% | -0.9% | +2.4% | +1.3% |
| 6M | +24.0% | +15.2% | +8.7% | +18.3% |
| YTD | -25.7% | -13.1% | -12.6% | -23.7% |
| 1Y | -33.6% | -22.4% | -11.1% | -29.9% |
| 3Y | -1.5% | -35.3% | +33.8% | +7.1% |
| All | -1.5% | -35.1% | +33.5% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling