+10.8%
TSN vs CPAY
+49.2%
-38.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.4% | -2.7% | +4.0% | +1.7% |
| 30D | -6.2% | +0.6% | -6.7% | -6.3% |
| 3M | -5.7% | +17.0% | -22.7% | -7.9% |
| 6M | -11.4% | +24.1% | -35.5% | -14.4% |
| YTD | -8.2% | +35.7% | -43.9% | -12.9% |
| 1Y | -2.0% | +34.0% | -36.0% | -6.9% |
| All | +10.8% | +49.2% | -38.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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