+323.8%
TSN vs CPAY
+1,528.2%
-1,204.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | -9.1% | +3.6% | -12.7% | -9.8% |
| 3M | -7.4% | +16.6% | -24.0% | -10.6% |
| 6M | -13.4% | +29.5% | -42.8% | -18.5% |
| YTD | -8.5% | +35.3% | -43.8% | -15.3% |
| 1Y | -3.2% | +30.6% | -33.8% | -9.9% |
| 3Y | +11.5% | +49.7% | -38.3% | -1.4% |
| 5Y | -19.5% | +54.4% | -73.9% | -30.6% |
| 10Y | -9.1% | +142.8% | -151.9% | -29.7% |
| All | +323.8% | +1,528.2% | -1,204.4% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling