-10.4%
TSCO vs CNH
+8.8%
-19.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.7% | -5.7% | 0.0% | -4.5% |
| 30D | -8.8% | +26.6% | -35.3% | -14.0% |
| 3M | +6.3% | +31.1% | -24.8% | -0.9% |
| 6M | -32.3% | +24.9% | -57.1% | -36.5% |
| YTD | -32.7% | +48.7% | -81.4% | -39.9% |
| 1Y | -43.7% | +22.2% | -65.9% | -47.2% |
| 3Y | -19.7% | +7.4% | -27.1% | -23.9% |
| All | -10.4% | +8.8% | -19.2% | -16.3% |
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 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