+42.2%
TSN vs CPB
-35.2%
+77.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +4.6% | +8.0% | -3.4% | +2.2% |
| 30D | +15.4% | +22.4% | -6.9% | +8.3% |
| 3M | +2.9% | +3.8% | -0.9% | +1.5% |
| 6M | -10.8% | +13.7% | -24.4% | -14.7% |
| YTD | +4.5% | -11.7% | +16.2% | +8.5% |
| 1Y | +19.5% | -18.1% | +37.7% | +27.4% |
| 3Y | +42.2% | -34.7% | +76.9% | +66.7% |
| All | +42.2% | -35.2% | +77.4% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling