+1,082.1%
CCJ vs TSN
+538.1%
+544.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | -13.2% | +8.5% | -21.7% | -14.7% |
| 3M | -27.6% | +5.3% | -32.9% | -28.6% |
| 6M | -38.7% | -10.5% | -28.2% | -37.7% |
| YTD | -22.7% | +3.0% | -25.6% | -23.8% |
| 1Y | -17.6% | +12.1% | -29.7% | -20.2% |
| 3Y | +62.7% | +43.1% | +19.6% | +47.2% |
| 5Y | +159.7% | -15.1% | +174.8% | +159.9% |
| 10Y | +769.3% | +14.8% | +754.5% | +688.0% |
| All | +1,082.1% | +538.1% | +544.0% | +596.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling