-19.7%
TSN vs CLBK
+41.8%
-61.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 6M | -14.1% | +42.0% | -56.1% | -19.2% |
| YTD | -9.4% | +63.3% | -72.7% | -17.1% |
| 1Y | -4.1% | +65.4% | -69.5% | -12.5% |
| 3Y | +10.3% | +52.5% | -42.1% | +0.3% |
| 5Y | -19.7% | +42.0% | -61.7% | -30.0% |
| All | -19.7% | +41.8% | -61.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling