+157.3%
CP vs TENB
+26.2%
+131.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.3% |
| 7D | +2.8% | -10.8% | +13.6% | +4.5% |
| 30D | +11.0% | +0.9% | +10.2% | +10.4% |
| 3M | +3.8% | +14.3% | -10.5% | +0.6% |
| 6M | +9.5% | +92.2% | -82.7% | -3.9% |
| YTD | +28.2% | +78.3% | -50.1% | +12.8% |
| 1Y | +33.0% | +49.5% | -16.6% | +20.8% |
| 3Y | +35.5% | +12.2% | +23.4% | +27.9% |
| 5Y | +25.8% | -22.4% | +48.2% | +21.0% |
| All | +157.3% | +26.2% | +131.1% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling