+215.2%
TSCO vs CNH
+64.7%
+150.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.2% |
| 7D | +0.8% | +23.3% | -22.5% | -4.0% |
| 30D | +5.5% | +33.5% | -28.0% | -1.5% |
| 3M | +20.0% | +32.7% | -12.8% | +11.8% |
| 6M | -29.8% | +22.2% | -52.0% | -33.7% |
| YTD | -28.7% | +57.7% | -86.4% | -36.6% |
| 1Y | -40.9% | +28.0% | -68.9% | -45.1% |
| 3Y | -15.9% | +11.5% | -27.5% | -20.9% |
| 5Y | -3.5% | +11.9% | -15.3% | -11.0% |
| 10Y | +142.2% | +162.8% | -20.6% | +76.0% |
| All | +215.2% | +64.7% | +150.5% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling