-50.3%
CCI vs TSN
-20.2%
-30.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -0.3% | -7.3% | +7.0% | +1.9% |
| 30D | +2.1% | -8.6% | +10.8% | +4.8% |
| 3M | -17.8% | -7.5% | -10.3% | -16.1% |
| 6M | -14.2% | -14.1% | 0.0% | -10.6% |
| YTD | -13.3% | -9.4% | -3.9% | -11.5% |
| 1Y | -16.6% | -4.1% | -12.5% | -16.7% |
| 3Y | -10.8% | +10.3% | -21.1% | -16.1% |
| 5Y | -50.3% | -19.7% | -30.6% | -48.8% |
| All | -50.3% | -20.2% | -30.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling