+582.9%
CEG vs TSN
-25.3%
+608.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.1% | +10.5% |
| 7D | +7.3% | +4.9% | +2.4% | +7.5% |
| 30D | -7.4% | +12.1% | -19.4% | -7.1% |
| 3M | +2.5% | +4.1% | -1.7% | +2.6% |
| 6M | -8.8% | -10.9% | +2.1% | -8.8% |
| YTD | -21.5% | +4.8% | -26.3% | -21.2% |
| 1Y | -22.5% | +17.6% | -40.2% | -21.9% |
| 3Y | +133.3% | +43.2% | +90.1% | +121.7% |
| All | +582.9% | -25.3% | +608.2% | +626.2% |
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