-18.0%
TSN vs CLBK
+27.8%
-45.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | +8.5% | +3.4% | +5.1% | +7.9% |
| 3M | +5.3% | -4.3% | +9.6% | +5.9% |
| 6M | -10.5% | +28.4% | -38.8% | -14.3% |
| YTD | +3.0% | +59.4% | -56.5% | -5.3% |
| 1Y | +12.1% | +64.8% | -52.7% | +2.5% |
| 3Y | +43.1% | +50.6% | -7.5% | +30.5% |
| All | -18.0% | +27.8% | -45.8% | -27.1% |
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 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