+25,849.7%
TSCO vs CRL
+1,339.8%
+24,509.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.5% |
| 7D | +1.7% | -0.6% | +2.2% | +1.8% |
| 30D | +2.8% | +5.0% | -2.1% | +1.5% |
| 3M | +17.9% | +50.6% | -32.7% | +6.3% |
| 6M | -28.6% | +60.9% | -89.5% | -37.1% |
| YTD | -28.0% | +40.7% | -68.8% | -34.8% |
| 1Y | -39.9% | +73.3% | -113.2% | -48.5% |
| 3Y | -14.0% | +40.6% | -54.6% | -25.9% |
| 5Y | -2.9% | -37.0% | +34.1% | -0.6% |
| 10Y | +199.5% | +244.3% | -44.8% | +96.9% |
| All | +25,849.7% | +1,339.8% | +24,509.9% | +11,465.8% |
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 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