+1,860.4%
CNP vs TSN
+1,049.6%
+810.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -4.2% | +4.6% | -8.8% | -5.1% |
| 30D | +5.5% | +15.4% | -9.9% | +2.7% |
| 3M | +0.6% | +2.9% | -2.3% | -0.1% |
| 6M | -2.8% | -10.8% | +7.9% | -1.1% |
| YTD | +7.9% | +4.5% | +3.4% | +6.4% |
| 1Y | +6.7% | +19.5% | -12.9% | +2.5% |
| 3Y | +61.1% | +42.2% | +18.9% | +49.0% |
| 5Y | +73.0% | -14.2% | +87.2% | +74.0% |
| 10Y | +141.9% | +15.4% | +126.5% | +126.9% |
| All | +1,860.4% | +1,049.6% | +810.9% | +1,092.3% |
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 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