-19.7%
TSCO vs CNI
+19.7%
-39.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | -8.8% | -2.7% | -6.1% | -7.8% |
| 3M | +6.3% | +3.9% | +2.4% | +4.5% |
| 6M | -32.3% | +16.4% | -48.6% | -36.6% |
| YTD | -32.7% | +25.8% | -58.5% | -39.2% |
| 1Y | -43.7% | +32.4% | -76.1% | -50.4% |
| 3Y | -19.7% | +19.1% | -38.7% | -27.7% |
| All | -19.7% | +19.7% | -39.4% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling