-10.2%
CCI vs TSN
+10.3%
-20.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -0.3% | -7.3% | +7.0% | +1.8% |
| 30D | +2.1% | -8.6% | +10.8% | +4.6% |
| 3M | -17.8% | -7.5% | -10.3% | -16.2% |
| 6M | -14.2% | -14.1% | 0.0% | -10.8% |
| YTD | -13.3% | -9.4% | -3.9% | -11.8% |
| 1Y | -16.6% | -4.1% | -12.5% | -16.9% |
| All | -10.2% | +10.3% | -20.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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