-46.9%
CPNG vs TSN
+19.9%
-66.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.4% | +6.6% | +10.9% |
| 7D | +20.8% | +8.4% | +12.4% | +19.4% |
| 30D | +20.1% | +16.1% | +4.0% | +17.7% |
| 3M | +1.6% | +3.2% | -1.5% | +0.8% |
| 6M | -15.8% | -11.1% | -4.7% | -14.4% |
| YTD | -27.7% | +5.1% | -32.8% | -28.3% |
| 1Y | -46.9% | +19.4% | -66.3% | -49.1% |
| All | -46.9% | +19.9% | -66.9% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling