-29.4%
CCL vs TSN
+17.5%
-46.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -1.5% | -0.3% | -1.3% | -1.4% |
| 30D | +16.5% | +11.8% | +4.7% | +9.0% |
| 3M | +11.2% | +7.1% | +4.1% | +6.4% |
| 6M | +22.6% | -9.2% | +31.7% | +28.6% |
| YTD | +2.6% | +4.8% | -2.2% | -2.6% |
| 1Y | +17.0% | +11.6% | +5.3% | +6.2% |
| 3Y | +145.5% | +41.5% | +104.0% | +80.0% |
| 5Y | +36.1% | -15.5% | +51.7% | +41.7% |
| 10Y | -29.4% | +16.9% | -46.3% | -40.6% |
| All | -29.4% | +17.5% | -46.9% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling