+26,702.7%
TSCO vs CRL
+1,633.2%
+25,069.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +11.3% | +11.9% | -0.6% | +7.6% |
| 3M | +1.5% | +20.2% | -18.7% | -3.9% |
| 6M | +24.0% | +107.5% | -83.6% | +2.4% |
| YTD | -25.7% | +69.4% | -95.1% | -36.2% |
| 1Y | -33.6% | +99.7% | -133.3% | -45.3% |
| 3Y | -1.5% | +98.8% | -100.3% | -22.6% |
| 5Y | -9.6% | -12.4% | +2.8% | -15.1% |
| 10Y | +200.8% | +352.9% | -152.1% | +84.0% |
| All | +26,702.7% | +1,633.2% | +25,069.5% | +11,218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling