+8.2%
TSN vs CLBK
+62.9%
-54.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.3% |
| 7D | +4.9% | +1.8% | +3.1% | +4.3% |
| 30D | +12.1% | +5.1% | +7.0% | +10.4% |
| 3M | +4.1% | +5.2% | -1.1% | +2.3% |
| 6M | -10.9% | +28.6% | -39.4% | -17.8% |
| YTD | +4.8% | +61.4% | -56.6% | -10.6% |
| 1Y | +17.6% | +64.7% | -47.1% | -0.3% |
| 3Y | +43.2% | +55.1% | -11.9% | +19.0% |
| 5Y | -13.9% | +28.4% | -42.2% | -27.4% |
| All | +8.2% | +62.9% | -54.6% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling