+228.4%
TSCO vs CNH
+36.2%
+192.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | +3.0% | -2.8% | -0.5% |
| 30D | +11.3% | -0.6% | +11.9% | +11.3% |
| 3M | +1.5% | +14.6% | -13.2% | -2.5% |
| 6M | +24.0% | +11.8% | +12.2% | +19.0% |
| YTD | -25.7% | +30.4% | -56.1% | -31.5% |
| 1Y | -33.6% | +19.1% | -52.6% | -37.5% |
| 3Y | -1.5% | +30.2% | -31.7% | -10.8% |
| 5Y | -9.6% | -17.8% | +8.2% | -11.1% |
| 10Y | +200.8% | +103.9% | +96.8% | +130.2% |
| All | +228.4% | +36.2% | +192.2% | +167.8% |
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