-7.0%
TSN vs CLBK
+67.9%
-74.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.3% | +1.2% | -7.5% | -6.7% |
| 30D | -10.8% | +9.1% | -19.9% | -13.2% |
| 3M | -8.8% | +27.7% | -36.4% | -15.5% |
| 6M | -16.8% | +40.8% | -57.7% | -25.4% |
| YTD | -10.0% | +66.4% | -76.4% | -23.8% |
| 1Y | -5.3% | +72.4% | -77.6% | -21.0% |
| 3Y | +8.5% | +50.7% | -42.2% | -8.6% |
| 5Y | -22.9% | +42.9% | -65.9% | -38.4% |
| All | -7.0% | +67.9% | -74.9% | -37.1% |
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 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