-41.0%
CPB vs TENB
-24.7%
-16.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | -8.2% | -5.0% | -3.2% | -8.1% |
| 30D | -5.6% | -7.4% | +1.8% | -5.5% |
| 3M | +3.0% | +22.3% | -19.3% | +2.4% |
| 6M | -12.7% | +60.2% | -72.9% | -13.4% |
| YTD | -18.0% | +43.2% | -61.2% | -18.3% |
| 1Y | -31.7% | +8.2% | -39.9% | -31.8% |
| 3Y | -41.0% | -23.8% | -17.2% | -41.6% |
| All | -41.0% | -24.7% | -16.2% | -41.6% |
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