-69.9%
CPNG vs TSN
-15.1%
-54.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.4% |
| 7D | -6.3% | -5.0% | -1.2% | -5.4% |
| 30D | -8.7% | -9.1% | +0.3% | -7.3% |
| 3M | -2.4% | -7.4% | +5.0% | -1.3% |
| 6M | -22.3% | -13.4% | -9.0% | -20.7% |
| YTD | -37.2% | -8.5% | -28.7% | -36.5% |
| 1Y | -53.0% | -3.2% | -49.8% | -53.0% |
| 3Y | -20.0% | +11.5% | -31.5% | -24.6% |
| 5Y | -52.8% | -19.5% | -33.2% | -48.3% |
| All | -69.9% | -15.1% | -54.9% | -68.0% |
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