-15.4%
TSCO vs CSGP
-62.7%
+47.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.7% |
| 7D | +0.8% | -4.1% | +4.8% | +1.7% |
| 30D | +5.5% | +2.3% | +3.1% | +4.7% |
| 3M | +20.0% | -8.2% | +28.1% | +21.6% |
| 6M | -29.8% | -35.1% | +5.3% | -23.4% |
| YTD | -28.7% | -54.0% | +25.4% | -16.4% |
| 1Y | -40.9% | -65.3% | +24.4% | -25.7% |
| All | -15.4% | -62.7% | +47.4% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling