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I’m kinda getting confused between the Sharpes, Treynor and Jensen aspects. From what I gather, Sharpe’s measures excess return on risky portfolios. Treynor’s measures excess return compared to riskless portfolios. And Jensen’s measures excess returns over CAPM and portfolio beta. Is this correct? If not can someone please simplify these three for me.

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I’m kinda getting confused between the Sharpes, Treynor and Jensen aspects. From what I gather, Sharpe’s 

measures excess return on risky portfolios. Treynor’s measures excess return compared to riskless portfolios. And Jensen’s measures excess returns over CAPM and portfolio beta. Is this correct? If not can someone please simplify these three for me.

 
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