-32.7%
TSCO vs CSGP
-55.2%
+22.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.4% | -7.1% | +7.5% | +2.1% |
| 30D | +9.8% | +3.6% | +6.2% | +9.0% |
| 3M | +4.8% | -2.7% | +7.6% | +4.9% |
| 6M | +23.3% | -8.0% | +31.3% | +24.0% |
| YTD | -25.1% | -55.0% | +29.9% | -19.0% |
| 1Y | -32.7% | -55.8% | +23.0% | -27.3% |
| All | -32.7% | -55.2% | +22.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling