+639.7%
CEG vs TSN
-34.8%
+674.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | +0.1% |
| 7D | +6.7% | -5.0% | +11.7% | +6.6% |
| 30D | +11.0% | -9.1% | +20.1% | +10.8% |
| 3M | +19.5% | -7.4% | +26.9% | +19.4% |
| 6M | -5.9% | -13.4% | +7.5% | -6.0% |
| YTD | -15.0% | -8.5% | -6.5% | -14.9% |
| 1Y | +0.6% | -3.2% | +3.8% | +1.1% |
| 3Y | +180.6% | +11.5% | +169.1% | +171.8% |
| All | +639.7% | -34.8% | +674.5% | +684.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling