-24.0%
CPB vs TENB
+22.6%
-46.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.2% |
| 7D | -1.6% | -3.3% | +1.7% | -1.5% |
| 30D | +19.2% | +6.9% | +12.3% | +19.1% |
| 3M | -0.9% | +1.8% | -2.8% | -1.1% |
| 6M | +15.2% | +98.1% | -82.8% | +14.1% |
| YTD | -13.1% | +73.2% | -86.3% | -13.8% |
| 1Y | -22.4% | +50.7% | -73.1% | -23.0% |
| 3Y | -35.3% | +9.3% | -44.6% | -35.7% |
| 5Y | -33.0% | -25.1% | -7.9% | -33.3% |
| All | -24.0% | +22.6% | -46.6% | -28.0% |
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