-3.1%
TSN vs CPB
-31.2%
+28.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | -5.0% | -8.2% | +3.2% | -3.1% |
| 30D | -9.1% | -5.6% | -3.5% | -7.7% |
| 3M | -7.4% | +3.0% | -10.4% | -7.7% |
| 6M | -13.4% | -12.7% | -0.7% | -9.8% |
| YTD | -8.5% | -18.0% | +9.5% | -3.1% |
| All | -3.1% | -31.2% | +28.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling