+51,830.1%
TSCO vs CNP
+1,105.1%
+50,725.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | +11.3% | +3.8% | +7.5% | +10.6% |
| 3M | +1.5% | +2.4% | -0.9% | +1.0% |
| 6M | +24.0% | -1.2% | +25.1% | +24.0% |
| YTD | -25.7% | +9.3% | -35.0% | -26.9% |
| 1Y | -33.6% | +6.4% | -40.0% | -34.4% |
| 3Y | -1.5% | +66.4% | -67.9% | -9.8% |
| 5Y | -9.6% | +75.7% | -85.3% | -18.1% |
| 10Y | +200.8% | +145.1% | +55.6% | +151.8% |
| All | +51,830.1% | +1,105.1% | +50,725.0% | +18,162.2% |
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