+72.0%
CNP vs TSN
-20.8%
+92.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.7% |
| 7D | +1.6% | -5.0% | +6.7% | +2.8% |
| 30D | -0.8% | -9.1% | +8.3% | +1.3% |
| 3M | -3.6% | -7.4% | +3.8% | -2.1% |
| 6M | -6.9% | -13.4% | +6.4% | -4.2% |
| YTD | +6.4% | -8.5% | +14.9% | +7.9% |
| 1Y | +9.9% | -3.2% | +13.1% | +9.6% |
| 3Y | +53.1% | +11.5% | +41.6% | +44.6% |
| 5Y | +72.0% | -19.5% | +91.5% | +72.9% |
| All | +72.0% | -20.8% | +92.8% | +72.9% |
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