-41.3%
TSCO vs CNH
+20.2%
-61.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | -3.1% | -2.5% | -0.7% | -2.9% |
| 30D | -4.4% | +27.0% | -31.4% | -7.5% |
| 3M | +9.7% | +32.6% | -22.9% | +5.3% |
| 6M | -32.4% | +23.6% | -56.0% | -34.4% |
| YTD | -31.7% | +47.8% | -79.5% | -35.1% |
| 1Y | -41.3% | +21.3% | -62.5% | -43.3% |
| All | -41.3% | +20.2% | -61.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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