+50,177.4%
TSCO vs CNP
+1,073.8%
+49,103.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | +1.7% | +1.6% | 0.0% | +1.4% |
| 30D | +2.8% | -0.8% | +3.6% | +2.9% |
| 3M | +17.9% | -3.6% | +21.5% | +18.6% |
| 6M | -28.6% | -6.9% | -21.6% | -27.8% |
| YTD | -28.0% | +6.4% | -34.5% | -28.9% |
| 1Y | -39.9% | +9.9% | -49.8% | -40.9% |
| 3Y | -14.0% | +53.1% | -67.1% | -20.2% |
| 5Y | -2.9% | +72.0% | -74.9% | -11.8% |
| 10Y | +199.5% | +131.5% | +68.0% | +152.9% |
| All | +50,177.4% | +1,073.8% | +49,103.6% | +17,664.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling