-40.9%
TSCO vs CNI
+29.8%
-70.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | -2.1% | +2.9% | +1.4% |
| 30D | +5.5% | -3.3% | +8.7% | +6.4% |
| 3M | +20.0% | +3.8% | +16.2% | +18.2% |
| 6M | -29.8% | +12.7% | -42.5% | -32.8% |
| YTD | -28.7% | +26.3% | -54.9% | -33.7% |
| 1Y | -40.9% | +29.9% | -70.8% | -45.8% |
| All | -40.9% | +29.8% | -70.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling