-29.4%
TSCO vs CRL
+85.3%
-114.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.3% | +11.5% | +4.9% |
| 7D | +15.7% | -12.8% | +28.5% | +17.2% |
| 30D | +16.4% | +5.0% | +11.4% | +14.8% |
| 3M | +11.2% | +39.4% | -28.2% | +4.2% |
| 6M | +14.9% | +89.4% | -74.4% | +1.7% |
| YTD | -25.4% | +63.6% | -89.0% | -31.7% |
| 1Y | -29.4% | +83.5% | -112.8% | -36.8% |
| All | -29.4% | +85.3% | -114.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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