-10.4%
TSCO vs CPNG
-49.8%
+39.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.9% |
| 7D | -5.7% | -1.1% | -4.5% | -5.6% |
| 30D | -8.8% | -7.4% | -1.4% | -8.0% |
| 3M | +6.3% | -12.3% | +18.7% | +7.5% |
| 6M | -32.3% | -19.4% | -12.8% | -31.1% |
| YTD | -32.7% | -35.9% | +3.2% | -30.0% |
| 1Y | -43.7% | -53.4% | +9.7% | -39.4% |
| 3Y | -19.7% | -20.0% | +0.3% | -20.1% |
| All | -10.4% | -49.8% | +39.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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