-17.3%
TSCO vs CNH
+9.4%
-26.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.1% |
| 7D | -2.5% | +1.8% | -4.3% | -2.9% |
| 30D | -1.1% | +32.6% | -33.7% | -7.2% |
| 3M | +14.3% | +29.4% | -15.2% | +7.4% |
| 6M | -31.9% | +26.0% | -57.9% | -35.9% |
| YTD | -30.7% | +52.2% | -82.9% | -37.9% |
| 1Y | -41.1% | +23.9% | -64.9% | -44.5% |
| All | -17.3% | +9.4% | -26.7% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling