-41.7%
CCL vs TSN
-9.4%
-32.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.6% |
| 7D | -4.4% | -7.3% | +2.9% | -0.3% |
| 30D | -18.2% | -8.6% | -9.6% | -14.0% |
| 3M | -17.7% | -7.5% | -10.2% | -14.4% |
| 6M | -13.0% | -14.1% | +1.1% | -6.6% |
| YTD | -24.5% | -9.4% | -15.0% | -21.8% |
| 1Y | -26.9% | -4.1% | -22.9% | -27.5% |
| 3Y | +50.8% | +10.3% | +40.4% | +29.9% |
| 5Y | -0.9% | -19.7% | +18.8% | +4.4% |
| 10Y | -41.7% | -7.0% | -34.7% | -45.7% |
| All | -41.7% | -9.4% | -32.2% | -45.7% |
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