-2.2%
TSN vs CLBK
+68.0%
-70.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.0% | -1.5% | +4.5% | +3.1% |
| 30D | -4.2% | -1.0% | -3.2% | -4.2% |
| 3M | -3.9% | +22.9% | -26.8% | -4.9% |
| 6M | -9.8% | +44.2% | -54.0% | -11.8% |
| YTD | -7.3% | +64.0% | -71.2% | -10.9% |
| 1Y | -2.2% | +65.7% | -67.9% | -6.9% |
| All | -2.2% | +68.0% | -70.2% | -6.9% |
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