+46,929.1%
TSCO vs CRH
+4,720.5%
+42,208.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.7% | -6.1% | +0.4% | -4.4% |
| 30D | -8.8% | -9.3% | +0.5% | -6.8% |
| 3M | +6.3% | -15.2% | +21.5% | +10.1% |
| 6M | -32.3% | -14.2% | -18.1% | -30.2% |
| YTD | -32.7% | -28.3% | -4.4% | -28.0% |
| 1Y | -43.7% | -21.8% | -21.9% | -41.0% |
| 3Y | -19.7% | +71.6% | -91.3% | -30.3% |
| 5Y | -11.6% | +96.6% | -108.2% | -26.5% |
| 10Y | +184.1% | +253.8% | -69.8% | +102.9% |
| All | +46,929.1% | +4,720.5% | +42,208.7% | +29,378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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