+1,095.7%
CCL vs TSN
+1,053.2%
+42.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +3.1% | +4.9% | -1.8% | +1.4% |
| 30D | +17.5% | +12.1% | +5.5% | +12.9% |
| 3M | +6.8% | +4.1% | +2.7% | +5.2% |
| 6M | +18.7% | -10.9% | +29.6% | +23.1% |
| YTD | +3.0% | +4.8% | -1.8% | +0.3% |
| 1Y | +17.7% | +17.6% | +0.1% | +9.6% |
| 3Y | +155.6% | +43.2% | +112.4% | +117.9% |
| 5Y | +30.2% | -13.9% | +44.1% | +32.2% |
| 10Y | -28.5% | +11.8% | -40.3% | -32.4% |
| All | +1,095.7% | +1,053.2% | +42.5% | +268.0% |
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 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