-19.7%
TSCO vs CRS
+612.2%
-631.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -5.7% | -6.8% | +1.1% | -4.8% |
| 30D | -8.8% | -16.1% | +7.4% | -6.8% |
| 3M | +6.3% | -21.2% | +27.5% | +9.2% |
| 6M | -32.3% | +8.7% | -41.0% | -33.6% |
| YTD | -32.7% | +41.0% | -73.7% | -36.3% |
| 1Y | -43.7% | +82.7% | -126.3% | -48.7% |
| 3Y | -19.7% | +604.8% | -624.4% | -37.2% |
| All | -19.7% | +612.2% | -631.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling