-19.5%
TSN vs CPB
-38.5%
+19.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -5.0% | -8.2% | +3.2% | -2.4% |
| 30D | -9.1% | -5.6% | -3.5% | -7.4% |
| 3M | -7.4% | +3.0% | -10.4% | -8.5% |
| 6M | -13.4% | -12.7% | -0.7% | -9.9% |
| YTD | -8.5% | -18.0% | +9.5% | -3.0% |
| 1Y | -3.2% | -31.7% | +28.5% | +9.2% |
| 3Y | +11.5% | -41.0% | +52.4% | +31.0% |
| 5Y | -19.5% | -38.4% | +18.9% | -9.3% |
| All | -19.5% | -38.5% | +19.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling