+25.5%
CP vs TENB
-21.7%
+47.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.6% | +1.7% |
| 7D | +2.8% | -8.0% | +10.7% | +3.6% |
| 30D | +11.3% | +5.0% | +6.3% | +10.5% |
| 3M | +2.9% | +20.0% | -17.2% | +0.2% |
| 6M | +9.8% | +100.0% | -90.3% | -0.2% |
| YTD | +28.5% | +85.6% | -57.1% | +17.3% |
| 1Y | +33.5% | +57.8% | -24.3% | +24.7% |
| 3Y | +31.9% | +17.6% | +14.3% | +27.2% |
| 5Y | +25.5% | -21.7% | +47.2% | +27.1% |
| All | +25.5% | -21.7% | +47.2% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling