-10.4%
TSCO vs CRL
-37.1%
+26.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -5.7% | -3.5% | -2.1% | -5.0% |
| 30D | -8.8% | -2.1% | -6.6% | -8.4% |
| 3M | +6.3% | +48.0% | -41.6% | -2.3% |
| 6M | -32.3% | +64.7% | -97.0% | -39.5% |
| YTD | -32.7% | +39.5% | -72.2% | -38.0% |
| 1Y | -43.7% | +74.2% | -117.9% | -50.7% |
| 3Y | -19.7% | +39.4% | -59.0% | -28.6% |
| All | -10.4% | -37.1% | +26.7% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling