+18.7%
TSN vs CLBK
+62.3%
-43.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.2% |
| 7D | +6.9% | +2.5% | +4.3% | +6.8% |
| 30D | +15.7% | -1.2% | +16.8% | +15.6% |
| 3M | +4.3% | +2.6% | +1.7% | +4.1% |
| 6M | -10.6% | +26.5% | -37.1% | -11.3% |
| YTD | +5.2% | +56.4% | -51.2% | +1.5% |
| 1Y | +18.7% | +58.8% | -40.1% | +14.3% |
| All | +18.7% | +62.3% | -43.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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