+0.9%
TSN vs CAI
-11.0%
+11.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +1.4% | -5.1% | +6.4% | +1.5% |
| 30D | -6.2% | +3.9% | -10.1% | -6.3% |
| 3M | -5.7% | +40.1% | -45.8% | -6.7% |
| 6M | -11.4% | +29.7% | -41.0% | -12.4% |
| YTD | -8.2% | -10.9% | +2.7% | -8.2% |
| 1Y | -2.0% | -28.0% | +26.0% | -1.5% |
| All | +0.9% | -11.0% | +11.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling