+54.1%
CCL vs TSN
+13.0%
+41.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -0.1% | -5.0% | +4.9% | +0.7% |
| 30D | -20.0% | -9.1% | -10.9% | -18.7% |
| 3M | -13.7% | -7.4% | -6.2% | -12.6% |
| 6M | -9.0% | -13.4% | +4.4% | -7.1% |
| YTD | -22.8% | -8.5% | -14.3% | -21.9% |
| 1Y | -25.3% | -3.2% | -22.1% | -25.2% |
| 3Y | +54.1% | +11.5% | +42.6% | +28.0% |
| All | +54.1% | +13.0% | +41.1% | +28.0% |
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