+9.3%
TSN vs CLBK
+51.6%
-42.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -7.3% | -1.5% | -5.8% | -7.1% |
| 30D | -8.6% | +6.7% | -15.3% | -9.6% |
| 3M | -7.5% | +21.2% | -28.7% | -10.3% |
| 6M | -14.1% | +42.0% | -56.1% | -18.9% |
| YTD | -9.4% | +63.3% | -72.7% | -16.7% |
| 1Y | -4.1% | +65.4% | -69.5% | -12.1% |
| All | +9.3% | +51.6% | -42.3% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling