-21.9%
CPNG vs TSN
+10.3%
-32.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -7.6% | -7.3% | -0.3% | -7.3% |
| 30D | -8.8% | -8.6% | -0.2% | -8.5% |
| 3M | -7.2% | -7.5% | +0.3% | -7.0% |
| 6M | -21.5% | -14.1% | -7.4% | -21.1% |
| YTD | -37.4% | -9.4% | -28.0% | -37.0% |
| 1Y | -54.3% | -4.1% | -50.3% | -54.0% |
| All | -21.9% | +10.3% | -32.2% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling