+21.8%
CP vs TENB
-24.7%
+46.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +2.4% | -5.0% | +7.4% | +2.8% |
| 30D | -0.5% | -7.4% | +6.8% | -0.1% |
| 3M | +1.4% | +22.3% | -20.9% | -0.5% |
| 6M | +10.3% | +60.2% | -49.9% | +5.2% |
| YTD | +24.3% | +43.2% | -18.9% | +19.8% |
| 1Y | +20.4% | +8.2% | +12.3% | +21.0% |
| 3Y | +21.8% | -23.8% | +45.6% | +26.6% |
| All | +21.8% | -24.7% | +46.5% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling