-9.2%
TSCO vs CNH
-16.3%
+7.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.6% |
| 7D | +0.1% | +6.4% | -6.3% | -1.5% |
| 30D | +8.7% | -1.6% | +10.3% | +8.9% |
| 3M | +1.2% | +11.6% | -10.3% | -2.3% |
| 6M | +21.6% | +12.5% | +9.0% | +16.2% |
| YTD | -25.3% | +31.1% | -56.4% | -31.7% |
| 1Y | -33.0% | +17.0% | -50.0% | -37.0% |
| 3Y | -2.3% | +28.7% | -31.0% | -12.2% |
| 5Y | -9.2% | -17.4% | +8.2% | -9.7% |
| All | -9.2% | -16.3% | +7.1% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling