-10.3%
TSCO vs CNP
+66.3%
-76.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 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% | +12.8% |
| 6M | -32.4% | -8.3% | -24.1% | -30.5% |
| YTD | -31.7% | +3.8% | -35.4% | -32.9% |
| 1Y | -41.3% | +5.9% | -47.1% | -42.8% |
| 3Y | -18.3% | +49.3% | -67.6% | -30.3% |
| 5Y | -10.3% | +69.3% | -79.5% | -22.7% |
| All | -10.3% | +66.3% | -76.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling