+48,339.6%
TSCO vs CRS
+5,838.8%
+42,500.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.7% |
| 7D | -2.5% | -0.5% | -1.9% | -2.4% |
| 30D | -1.1% | -18.1% | +17.0% | +2.9% |
| 3M | +14.3% | -12.4% | +26.7% | +16.8% |
| 6M | -31.9% | +15.9% | -47.8% | -34.7% |
| YTD | -30.7% | +45.8% | -76.5% | -37.0% |
| 1Y | -41.1% | +87.8% | -128.8% | -49.7% |
| 3Y | -17.1% | +648.7% | -665.9% | -49.6% |
| 5Y | -7.5% | +1,416.6% | -1,424.2% | -53.7% |
| 10Y | +192.6% | +1,412.7% | -1,220.1% | +28.1% |
| All | +48,339.6% | +5,838.8% | +42,500.7% | +14,225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling