-69.3%
CPNG vs TSN
-13.9%
-55.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | -1.1% | +3.0% | -4.1% | -1.6% |
| 30D | -7.4% | -4.2% | -3.2% | -6.7% |
| 3M | -12.3% | -3.9% | -8.5% | -11.9% |
| 6M | -19.4% | -9.8% | -9.6% | -18.3% |
| YTD | -35.9% | -7.3% | -28.6% | -35.3% |
| 1Y | -53.4% | -2.2% | -51.2% | -53.5% |
| 3Y | -20.0% | +11.9% | -31.9% | -24.5% |
| 5Y | -49.6% | -16.9% | -32.6% | -44.6% |
| All | -69.3% | -13.9% | -55.4% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling