-18.4%
TSCO vs CNP
+49.7%
-68.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -3.1% | -2.2% | -1.0% | -2.4% |
| 30D | -4.4% | -2.1% | -2.3% | -3.7% |
| 3M | +9.7% | -7.9% | +17.6% | +12.5% |
| 6M | -32.4% | -8.3% | -24.1% | -30.6% |
| YTD | -31.7% | +3.8% | -35.4% | -32.8% |
| 1Y | -41.3% | +5.9% | -47.1% | -42.7% |
| All | -18.4% | +49.7% | -68.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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