+807.8%
CCL vs TSN
+890.5%
-82.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -5.0% | -6.3% | +1.3% | -3.0% |
| 30D | -20.3% | -10.8% | -9.5% | -17.2% |
| 3M | -15.1% | -8.8% | -6.4% | -12.7% |
| 6M | -15.1% | -16.8% | +1.7% | -10.2% |
| YTD | -21.8% | -10.0% | -11.8% | -19.7% |
| 1Y | -24.8% | -5.3% | -19.5% | -24.4% |
| 3Y | +51.9% | +8.5% | +43.3% | +42.7% |
| 5Y | +4.0% | -22.9% | +27.0% | +9.8% |
| 10Y | -42.2% | -12.6% | -29.6% | -40.9% |
| All | +807.8% | +890.5% | -82.7% | +194.7% |
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 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