+1,812.7%
CNP vs TSN
+890.5%
+922.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.1% | -6.3% | +7.4% | +2.2% |
| 30D | -1.8% | -10.8% | +9.0% | +0.2% |
| 3M | -4.6% | -8.8% | +4.1% | -3.2% |
| 6M | -8.8% | -16.8% | +8.0% | -6.0% |
| YTD | +5.2% | -10.0% | +15.2% | +6.8% |
| 1Y | +8.3% | -5.3% | +13.6% | +8.7% |
| 3Y | +54.9% | +8.5% | +46.4% | +50.6% |
| 5Y | +73.5% | -22.9% | +96.4% | +78.1% |
| 10Y | +139.1% | -12.6% | +151.8% | +135.2% |
| All | +1,812.7% | +890.5% | +922.2% | +1,096.7% |
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